V-Lab
V-Lab

Taekwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.19% (-0.29%)

Analysis last updated: Wednesday, May 1, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taekwang Industrial Co Ltd S0GARCH
paramt-stat
ω0.49544.59
α0.16749.34
β0.718525.13
γ10.00590.10
γ2-0.0000-0.00
γ3-0.1042-2.05
γ40.19203.78
γ5-0.1563-3.05
γ60.05401.18
γ70.08722.47
γ8-0.1499-4.71
γ90.10024.01
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts