V-Lab
V-Lab

Hwangkum Steel & Technology Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:14.52% (+2.26%)

Analysis last updated: Sunday, May 19, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hwangkum Steel & Technology Co Ltd SGARCH
paramt-stat
ω1.72266.48
α0.15076.73
β0.755023.72
γ1-0.2360-2.88
γ20.30432.30
γ30.03450.33
γ4-0.1733-1.74
γ5-0.0799-0.88
γ60.46704.82
γ7-0.4929-4.10
γ80.20601.47
γ9-0.0007-0.00
γ10-0.3965-2.00
Estimation Period:
Apr 25, 1997 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts