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

V-Lab

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V-Lab

Bohae Brewery Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:12.85% (+0.12%)

Analysis last updated: Saturday, April 13, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9771	5.44
$α$	0.1317	8.81
$β$	0.8451	52.06
$γ_{1}$	0.0043	0.49
$γ_{2}$	-0.0285	-2.17
$γ_{3}$	0.0593	5.76
$γ_{4}$	-0.1014	-4.58

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts