V-Lab: Busan Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Busan Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.00% (-0.91%)

Analysis last updated: Thursday, April 18, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2958	1.70
$α$	0.1783	8.87
$β$	0.7244	24.88
$γ_{1}$	0.1394	1.15
$γ_{2}$	-0.1279	-0.85
$γ_{3}$	-0.1277	-2.51
$γ_{4}$	0.2278	4.95
$γ_{5}$	-0.1654	-3.06
$γ_{6}$	0.0417	0.72
$γ_{7}$	0.0780	1.25
$γ_{8}$	-0.1606	-2.51
$γ_{9}$	0.1476	3.22

Estimation Period:
Sep 14, 1990 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts