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Gw Vitek Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gw Vitek Co Ltd SGARCH
paramt-stat
ω23.18702.14
α0.741215.68
β0.25795.49
γ1-0.0704-0.65
γ20.06670.42
γ30.05780.56
γ4-0.1214-1.16
γ50.08950.50
γ6-6.8859-12.52
γ721.649213.93
γ8-22.7992-10.05
γ9-61.5834-7.03
Estimation Period:
Jan 19, 2001 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts