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V-Lab

Changhae Ethanol Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.11% (-0.91%)
Analysis last updated: Sunday, February 15, 2026 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Changhae Ethanol Co Ltd S0GARCH
paramt-stat
ω1.51854.18
α0.17343.60
β0.688411.56
γ1-0.9407-3.10
γ21.63153.33
γ3-0.9277-1.89
γ40.24280.48
γ5-0.0861-0.23
γ60.20590.72
γ7-0.1279-0.58
Estimation Period:
Jul 30, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts