V-Lab
V-Lab

Hanil Iron & Steel Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:19.22% (-1.22%)

Analysis last updated: Thursday, May 16, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanil Iron & Steel Co Ltd SGARCH
paramt-stat
ω0.76036.71
α0.14238.22
β0.765027.32
γ1-0.0667-1.44
γ20.15062.23
γ3-0.1973-3.62
γ40.13412.01
γ50.04150.61
γ6-0.1523-2.47
γ70.17612.82
γ8-0.1648-2.86
γ90.23293.89
γ10-0.4522-4.73
Estimation Period:
Jan 3, 1990 to May 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts