V-Lab
V-Lab

Jeju Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:79.02% (-5.50%)

Analysis last updated: Thursday, March 28, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jeju Bank S0GARCH
paramt-stat
ω0.99443.97
α0.163610.10
β0.805844.00
γ10.03620.46
γ2-0.0024-0.02
γ3-0.0761-0.83
γ4-0.0519-0.46
γ50.18121.46
γ6-0.0901-0.83
γ70.06880.69
γ8-0.2399-2.31
γ90.44434.14
γ10-0.4262-5.12
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts