V-Lab: TAEKYUNG BK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TAEKYUNG BK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:44.43% (+16.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2711	5.66
$α$	0.1739	8.51
$β$	0.7715	34.08
$γ_{1}$	0.0407	0.55
$γ_{2}$	-0.0050	-0.04
$γ_{3}$	-0.2047	-2.52
$γ_{4}$	0.2947	4.20
$γ_{5}$	-0.1226	-1.77
$γ_{6}$	-0.0892	-0.91
$γ_{7}$	0.1776	1.68
$γ_{8}$	-0.0043	-0.04
$γ_{9}$	-0.2340	-1.77
$γ_{10}$	0.1872	1.89

Estimation Period:
Jan 6, 1992 to Apr 26, 2024

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