V-Lab: Jeju Bank Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jeju Bank Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:83.30% (+0.87%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9836	4.01
$α$	0.1640	10.17
$β$	0.8042	44.03
$γ_{1}$	0.0348	0.45
$γ_{2}$	-0.0001	-0.00
$γ_{3}$	-0.0796	-0.89
$γ_{4}$	-0.0451	-0.41
$γ_{5}$	0.1733	1.43
$γ_{6}$	-0.0824	-0.78
$γ_{7}$	0.0586	0.60
$γ_{8}$	-0.2282	-2.26
$γ_{9}$	0.4400	4.23
$γ_{10}$	-0.4298	-5.36

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

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Volatility Forecasts

Volatility Forecasts