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

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V-Lab

Baiksan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.43% (-2.66%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2532	8.01
$α$	0.1589	6.76
$β$	0.6214	14.27
$γ_{1}$	-0.1852	-2.06
$γ_{2}$	0.2162	1.49
$γ_{3}$	0.0337	0.28
$γ_{4}$	0.0152	0.12
$γ_{5}$	-0.2505	-2.33
$γ_{6}$	0.2727	3.01
$γ_{7}$	-0.1910	-2.02
$γ_{8}$	0.2633	2.76
$γ_{9}$	-0.3787	-4.48
$γ_{10}$	0.2972	4.89

Estimation Period:
Aug 11, 1999 to Apr 19, 2024

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Volatility Forecasts