V-Lab: GMB Korea Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

GMB Korea Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.94% (-0.11%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4880	3.51
$α$	0.1185	3.56
$β$	0.6652	8.21
$γ_{1}$	-1.9990	-2.56
$γ_{2}$	2.8408	2.62
$γ_{3}$	-1.2658	-1.88
$γ_{4}$	1.5839	2.12
$γ_{5}$	-2.5978	-2.91
$γ_{6}$	2.3658	2.69
$γ_{7}$	-1.8614	-2.48
$γ_{8}$	1.5602	2.64
$γ_{9}$	-0.9759	-1.47
$γ_{10}$	0.5879	0.80

Estimation Period:
Nov 20, 2012 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts