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Gw Vitek Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gw Vitek Co Ltd S0GARCH
paramt-stat
ω11.70270.48
α0.677558.26
β0.3203265.77
γ1-0.1533-0.47
γ20.15570.39
γ30.02190.17
γ40.00610.06
γ5-0.1685-1.23
γ60.43271.75
γ7-12.8283-29.46
γ841.732271.68
γ9-62.2571-81.67
γ1049.040383.09
Estimation Period:
Jan 19, 2001 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts