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V-Lab

Han Chang Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Han Chang Corp SGARCH
paramt-stat
ω6.00180.55
α0.32200.79
β0.67781.67
γ1-0.2035-1.91
γ20.32612.35
γ3-0.2110-2.62
γ40.08601.09
γ5-0.0231-0.28
γ60.15141.35
γ7-0.6300-2.43
γ8-11.7709-0.45
γ937.76530.54
γ10-50.9427-1.14
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts