V-Lab: Binggrae Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Binggrae Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:48.50% (+4.79%)

Analysis last updated: Thursday, April 18, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7023	7.14
$α$	0.1100	8.71
$β$	0.7978	34.00
$γ_{1}$	-0.1278	-2.90
$γ_{2}$	0.2359	3.63
$γ_{3}$	-0.2216	-4.73
$γ_{4}$	0.1257	2.44
$γ_{5}$	-0.0153	-0.25
$γ_{6}$	0.0775	1.31
$γ_{7}$	-0.1566	-3.05
$γ_{8}$	0.1315	2.71
$γ_{9}$	-0.1256	-2.43
$γ_{10}$	0.3387	5.24

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts