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

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V-Lab

Bolak Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.51% (-0.29%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8228	5.25
$α$	0.1063	5.48
$β$	0.8385	22.58
$γ_{1}$	0.0368	1.06
$γ_{2}$	-0.0560	-1.10
$γ_{3}$	-0.0148	-0.37
$γ_{4}$	0.0958	2.20
$γ_{5}$	-0.1472	-3.26
$γ_{6}$	0.1859	4.92
$γ_{7}$	-0.1825	-4.91
$γ_{8}$	0.1153	2.98

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

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