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

V-Lab

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V-Lab

Bolak Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.24% (+1.29%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8273	5.44
$α$	0.1065	5.14
$β$	0.8354	20.59
$γ_{1}$	0.0403	1.19
$γ_{2}$	-0.0603	-1.21
$γ_{3}$	-0.0149	-0.38
$γ_{4}$	0.0971	2.28
$γ_{5}$	-0.1440	-3.29
$γ_{6}$	0.1694	4.62
$γ_{7}$	-0.1352	-2.75
$γ_{8}$	-0.0167	-0.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts