V-Lab
V-Lab

Bolak Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:26.81% (-0.11%)

Analysis last updated: Thursday, March 28, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bolak Co Ltd S0GARCH
paramt-stat
ω0.83125.44
α0.10565.49
β0.838022.62
γ10.03911.14
γ2-0.0580-1.15
γ3-0.0163-0.41
γ40.09862.27
γ5-0.1498-3.36
γ60.18705.03
γ7-0.1800-4.67
γ80.11082.78
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts