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

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V-Lab

Binggrae Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.51% (-0.97%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7031	7.17
$α$	0.1098	8.71
$β$	0.7977	33.90
$γ_{1}$	-0.1269	-2.90
$γ_{2}$	0.2344	3.62
$γ_{3}$	-0.2209	-4.74
$γ_{4}$	0.1256	2.45
$γ_{5}$	-0.0149	-0.25
$γ_{6}$	0.0768	1.30
$γ_{7}$	-0.1569	-3.07
$γ_{8}$	0.1334	2.75
$γ_{9}$	-0.1286	-2.49
$γ_{10}$	0.3514	5.49

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

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Volatility Forecasts

Volatility Forecasts