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

V-Lab

| |

V-Lab

Binggrae Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.78% (+0.01%)

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
$ω$	0.7029	7.15
$α$	0.1099	8.71
$β$	0.7979	33.99
$γ_{1}$	-0.1276	-2.90
$γ_{2}$	0.2355	3.62
$γ_{3}$	-0.2215	-4.73
$γ_{4}$	0.1257	2.44
$γ_{5}$	-0.0153	-0.25
$γ_{6}$	0.0776	1.31
$γ_{7}$	-0.1570	-3.06
$γ_{8}$	0.1326	2.73
$γ_{9}$	-0.1283	-2.48
$γ_{10}$	0.3479	5.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts