V-Lab
V-Lab

Bookook Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:16.50% (+0.59%)

Analysis last updated: Thursday, March 28, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bookook Securities Co Ltd SGARCH
paramt-stat
ω1.13507.13
α0.16819.09
β0.741728.03
γ10.01520.40
γ20.05840.97
γ3-0.2247-4.74
γ40.25965.35
γ5-0.1738-3.55
γ60.09121.91
γ7-0.0256-0.52
γ80.01930.36
γ9-0.0643-0.83
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts