V-Lab
V-Lab

Taekwang Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:20.71% (-0.72%)

Analysis last updated: Thursday, May 16, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taekwang Industrial Co Ltd SGARCH
paramt-stat
ω0.48874.14
α0.16869.09
β0.708623.32
γ1-0.0166-0.20
γ20.06570.56
γ3-0.1905-2.81
γ40.23123.50
γ5-0.1164-1.72
γ60.01020.17
γ7-0.0020-0.04
γ80.12882.70
γ9-0.2472-5.13
γ100.26432.22
Estimation Period:
Jan 3, 1990 to May 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts