V-Lab: Mirae Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mirae Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:66.95% (-2.93%)

Analysis last updated: Tuesday, April 30, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8191	3.62
$α$	0.0929	4.92
$β$	0.8515	26.40
$γ_{1}$	-0.0587	-0.44
$γ_{2}$	0.0072	0.04
$γ_{3}$	0.0320	0.29
$γ_{4}$	0.1475	1.32
$γ_{5}$	-0.2297	-1.69
$γ_{6}$	0.1761	1.02
$γ_{7}$	-0.2198	-1.21
$γ_{8}$	0.3400	1.96
$γ_{9}$	-0.3115	-1.47
$γ_{10}$	0.1386	0.78

Estimation Period:
Nov 22, 1996 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts