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Hanil Hyundai Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 30, 2025 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanil Hyundai Cement Co Ltd S0GARCH
paramt-stat
ω0.68436.04
α0.164810.54
β0.763637.29
γ1-0.0224-0.43
γ20.08241.03
γ3-0.1291-1.96
γ40.00170.02
γ50.23783.79
γ6-0.3200-5.94
γ70.27055.46
γ8-0.2182-4.03
γ90.08261.36
γ100.06521.38
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts