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SSANGYONG C&E Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 10, 2024 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SSANGYONG C&E Co Ltd S0GARCH
paramt-stat
ω0.60285.49
α0.15129.56
β0.739924.87
γ1-0.0083-0.15
γ20.09641.16
γ3-0.1932-3.14
γ40.09841.75
γ50.03170.62
γ6-0.0273-0.54
γ70.00540.10
γ80.00990.16
γ9-0.1086-1.61
γ100.17923.76
Estimation Period:
Jan 3, 1990 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts