V-Lab: TAEKYUNG BK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TAEKYUNG BK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.43% (-2.30%)

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
$ω$	1.2501	5.67
$α$	0.1736	8.46
$β$	0.7695	33.39
$γ_{1}$	0.0401	0.55
$γ_{2}$	-0.0055	-0.05
$γ_{3}$	-0.2026	-2.53
$γ_{4}$	0.2930	4.23
$γ_{5}$	-0.1212	-1.77
$γ_{6}$	-0.0903	-0.94
$γ_{7}$	0.1779	1.71
$γ_{8}$	-0.0031	-0.03
$γ_{9}$	-0.2366	-1.81
$γ_{10}$	0.1903	1.93

Estimation Period:
Jan 6, 1992 to Apr 19, 2024

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