V-Lab
V-Lab

Taeyang Metal Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:67.99% (-2.53%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taeyang Metal Industrial Co Ltd SGARCH
paramt-stat
ω0.63806.36
α0.15607.78
β0.667815.10
γ1-0.0348-0.80
γ20.09231.55
γ3-0.1635-4.31
γ40.13843.24
γ5-0.0067-0.13
γ6-0.0643-1.11
γ70.10251.56
γ8-0.1071-1.28
γ90.03380.33
γ100.11291.05
Estimation Period:
Jan 3, 1990 to May 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts