V-Lab
V-Lab

Cheil Grinding Wheel Ind Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:17.34% (-0.40%)

Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cheil Grinding Wheel Ind Co Ltd SGARCH
paramt-stat
ω1.15431.86
α0.09963.76
β0.846221.16
γ1-0.2069-0.54
γ20.31870.64
γ3-0.5008-1.55
γ41.25783.10
γ5-1.8228-3.87
γ61.61974.69
γ7-0.9578-3.55
γ80.53221.89
γ9-0.7924-2.77
Estimation Period:
Dec 9, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts