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

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V-Lab

Busan Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.97% (-1.25%)

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
$ω$	1.2800	1.74
$α$	0.1760	8.54
$β$	0.7206	23.55
$γ_{1}$	0.1435	1.21
$γ_{2}$	-0.1329	-0.91
$γ_{3}$	-0.1311	-2.64
$γ_{4}$	0.2394	5.27
$γ_{5}$	-0.1814	-3.40
$γ_{6}$	0.0629	1.09
$γ_{7}$	0.0413	0.64
$γ_{8}$	-0.0798	-1.06
$γ_{9}$	-0.0678	-0.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts