V-Lab: AMOREPACIFIC Group Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AMOREPACIFIC Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:50.58% (-0.83%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7726	8.73
$α$	0.0785	6.95
$β$	0.8293	31.33
$γ_{1}$	0.0125	0.50
$γ_{2}$	-0.0035	-0.09
$γ_{3}$	-0.0587	-1.92
$γ_{4}$	0.0853	2.89
$γ_{5}$	-0.0615	-2.27
$γ_{6}$	0.0720	2.65
$γ_{7}$	-0.0977	-3.45
$γ_{8}$	0.1193	3.13

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

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Volatility Forecasts

Volatility Forecasts