V-Lab
V-Lab

Bohae Brewery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:16.93% (-0.70%)

Analysis last updated: Thursday, March 28, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bohae Brewery Co Ltd S0GARCH
paramt-stat
ω0.98164.32
α0.13249.03
β0.845853.95
γ10.01100.31
γ2-0.0246-0.47
γ30.00560.16
γ4-0.0253-0.75
γ50.12703.12
γ6-0.1924-3.77
γ70.14333.52
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts