V-Lab
V-Lab

Taihan Electric Wire Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:130.39% (-10.23%)

Analysis last updated: Wednesday, May 15, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taihan Electric Wire Co Ltd S0GARCH
paramt-stat
ω0.73685.52
α0.13548.52
β0.798936.52
γ1-0.0089-0.20
γ20.09391.46
γ3-0.2244-5.15
γ40.22304.98
γ5-0.0753-1.63
γ6-0.0536-0.95
γ70.05430.76
γ80.02890.42
γ9-0.0655-1.42
Estimation Period:
Jan 3, 1990 to May 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts