V-Lab
Bookook Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.95% (-1.88%)
Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1333 | 7.20 | |
| 0.1659 | 9.14 | |
| 0.7430 | 28.14 | |
| 0.0172 | 0.46 | |
| 0.0539 | 0.91 | |
| -0.2203 | -4.69 | |
| 0.2576 | 5.32 | |
| -0.1741 | -3.56 | |
| 0.0904 | 1.89 | |
| -0.0188 | -0.38 | |
| 0.0004 | 0.01 | |
| -0.0047 | -0.06 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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