V-Lab: Mirae Corp Spline-GARCH Volatility Analysis

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V-Lab

Mirae Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:83.02% (-2.48%)

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
$ω$	0.8021	3.59
$α$	0.1034	5.21
$β$	0.8283	24.86
$γ_{1}$	-0.0721	-0.56
$γ_{2}$	0.0278	0.15
$γ_{3}$	0.0189	0.18
$γ_{4}$	0.1621	1.51
$γ_{5}$	-0.2506	-1.93
$γ_{6}$	0.2051	1.24
$γ_{7}$	-0.2616	-1.50
$γ_{8}$	0.4076	2.27
$γ_{9}$	-0.4413	-1.72
$γ_{10}$	0.4626	1.26

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

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Volatility Forecasts

Volatility Forecasts