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HanulBnC CO Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, April 1, 2025 at 11:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of HanulBnC CO Ltd S0GARCH
paramt-stat
ω11.77760.69
α0.39424.66
β0.60327.78
γ18.36853.42
γ2-12.2473-3.16
γ34.10421.00
γ4-28.7879-0.40
γ530.90110.14
γ6-27.8440-0.08
γ7134.02650.43
γ8-160.8593-1.39
γ999.77076.63
γ10-96.9054-5.67
Estimation Period:
Oct 13, 2015 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts