V-Lab: Byucksan Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Byucksan Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2014:1032.05% (-78.73%)

Analysis last updated: Friday, January 29, 2016 at 04:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4219	4.55
$α$	0.1283	7.91
$β$	0.8278	28.69
$γ_{1}$	-0.0802	-0.67
$γ_{2}$	0.1016	0.61
$γ_{3}$	0.1026	1.01
$γ_{4}$	-0.3531	-3.42
$γ_{5}$	0.2772	2.10
$γ_{6}$	0.0809	0.47
$γ_{7}$	-0.4466	-1.73
$γ_{8}$	0.9532	2.13
$γ_{9}$	-1.0366	-2.30

Estimation Period:
Jan 3, 1990 to Apr 24, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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