V-Lab
V-Lab

Hwangkum Steel & Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.43% (-0.52%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hwangkum Steel & Technology Co Ltd S0GARCH
paramt-stat
ω1.77466.36
α0.15487.31
β0.763726.70
γ1-0.2193-2.49
γ20.28001.97
γ30.04190.37
γ4-0.1689-1.59
γ5-0.0925-0.96
γ60.49264.82
γ7-0.5432-4.40
γ80.30902.22
γ9-0.2364-1.85
γ100.22202.58
Estimation Period:
Apr 25, 1997 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts