V-Lab: Busan Industrial Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Busan Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.55% (+1.10%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2800	1.74
$α$	0.1759	8.55
$β$	0.7206	23.55
$γ_{1}$	0.1435	1.22
$γ_{2}$	-0.1333	-0.91
$γ_{3}$	-0.1301	-2.63
$γ_{4}$	0.2390	5.29
$γ_{5}$	-0.1821	-3.43
$γ_{6}$	0.0640	1.11
$γ_{7}$	0.0409	0.63
$γ_{8}$	-0.0817	-1.08
$γ_{9}$	-0.0629	-0.72

Estimation Period:
Sep 14, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts