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 Friday, April 19th, 2024:36.33% (-1.10%)

Analysis last updated: Friday, April 19, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2262	5.53
$α$	0.1738	8.47
$β$	0.7697	33.50
$γ_{1}$	0.0349	0.47
$γ_{2}$	0.0008	0.01
$γ_{3}$	-0.2040	-2.54
$γ_{4}$	0.2921	4.22
$γ_{5}$	-0.1178	-1.70
$γ_{6}$	-0.0949	-0.97
$γ_{7}$	0.1806	1.72
$γ_{8}$	-0.0033	-0.03
$γ_{9}$	-0.2367	-1.77
$γ_{10}$	0.1892	1.90

Estimation Period:
Jan 6, 1992 to Apr 12, 2024

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