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

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V-Lab

TAEKYUNG BK Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.07% (+16.75%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2510	5.70
$α$	0.1733	8.45
$β$	0.7691	33.38
$γ_{1}$	0.0396	0.54
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	-0.2150	-2.70
$γ_{4}$	0.3068	4.45
$γ_{5}$	-0.1293	-1.89
$γ_{6}$	-0.0911	-0.95
$γ_{7}$	0.1869	1.79
$γ_{8}$	-0.0211	-0.19
$γ_{9}$	-0.2013	-1.28
$γ_{10}$	0.1121	0.64

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

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Volatility Forecasts

Volatility Forecasts