V-Lab: Bohae Brewery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Bohae Brewery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.93% (-0.31%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9813	4.26
$α$	0.1325	9.06
$β$	0.8462	54.27
$γ_{1}$	0.0101	0.28
$γ_{2}$	-0.0234	-0.44
$γ_{3}$	0.0048	0.14
$γ_{4}$	-0.0241	-0.72
$γ_{5}$	0.1263	3.14
$γ_{6}$	-0.1941	-3.86
$γ_{7}$	0.1462	3.65

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts