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V-Lab
KG DONGBUSTEEL GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:31.73% (-0.77%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KG DONGBUSTEEL GJR-GARCH
paramt-stat
ω0.141615.27
α0.072117.94
β0.9192313.81
γ0.00881.25
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts