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

V-Lab

| |

V-Lab

Busan Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.26% (+0.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2924	1.70
$α$	0.1781	8.85
$β$	0.7237	24.78
$γ_{1}$	0.1395	1.15
$γ_{2}$	-0.1290	-0.86
$γ_{3}$	-0.1258	-2.48
$γ_{4}$	0.2268	4.95
$γ_{5}$	-0.1657	-3.09
$γ_{6}$	0.0428	0.74
$γ_{7}$	0.0769	1.24
$γ_{8}$	-0.1605	-2.51
$γ_{9}$	0.1486	3.25

Estimation Period:
Sep 14, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts