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

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V-Lab

TAEKYUNG BK Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.79% (-2.46%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1636	5.27
$α$	0.1736	8.47
$β$	0.7701	33.66
$γ_{1}$	0.0111	0.15
$γ_{2}$	0.0376	0.33
$γ_{3}$	-0.2279	-2.83
$γ_{4}$	0.3115	4.49
$γ_{5}$	-0.1310	-1.91
$γ_{6}$	-0.0905	-0.94
$γ_{7}$	0.1871	1.78
$γ_{8}$	-0.0227	-0.20
$γ_{9}$	-0.1969	-1.24
$γ_{10}$	0.0919	0.52

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

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