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

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V-Lab

GMB Korea Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.41% (-0.09%)

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
$ω$	0.4821	3.48
$α$	0.1199	3.67
$β$	0.6604	8.30
$γ_{1}$	-2.0553	-2.63
$γ_{2}$	2.9314	2.70
$γ_{3}$	-1.3318	-1.98
$γ_{4}$	1.6466	2.21
$γ_{5}$	-2.6624	-3.00
$γ_{6}$	2.4502	2.81
$γ_{7}$	-2.0102	-2.74
$γ_{8}$	1.8441	3.21
$γ_{9}$	-1.5589	-2.18
$γ_{10}$	2.0969	1.87

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

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