V-Lab: Mirae Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mirae Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:85.31% (+0.65%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8432	3.76
$α$	0.0919	4.92
$β$	0.8528	26.60
$γ_{1}$	-0.0519	-0.39
$γ_{2}$	0.0021	0.01
$γ_{3}$	0.0275	0.25
$γ_{4}$	0.1533	1.36
$γ_{5}$	-0.2355	-1.72
$γ_{6}$	0.1811	1.04
$γ_{7}$	-0.2234	-1.22
$γ_{8}$	0.3421	1.96
$γ_{9}$	-0.3125	-1.47
$γ_{10}$	0.1390	0.77

Estimation Period:
Nov 22, 1996 to Apr 19, 2024

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