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

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V-Lab

Bolak Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.46% (+0.97%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8088	5.10
$α$	0.1063	5.50
$β$	0.8390	22.72
$γ_{1}$	0.0327	0.92
$γ_{2}$	-0.0501	-0.97
$γ_{3}$	-0.0178	-0.44
$γ_{4}$	0.0977	2.24
$γ_{5}$	-0.1486	-3.29
$γ_{6}$	0.1873	4.96
$γ_{7}$	-0.1839	-4.97
$γ_{8}$	0.1163	3.03

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts