V-Lab: Bohae Brewery Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bohae Brewery Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:8.63% (-0.37%)

Analysis last updated: Saturday, May 4, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9791	5.42
$α$	0.1319	8.83
$β$	0.8451	51.99
$γ_{1}$	0.0042	0.48
$γ_{2}$	-0.0284	-2.17
$γ_{3}$	0.0595	5.83
$γ_{4}$	-0.1038	-4.74

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts