V-Lab
Bookook Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.32% (-2.63%)
Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1320 | 7.19 | |
| 0.1658 | 9.14 | |
| 0.7434 | 28.20 | |
| 0.0164 | 0.44 | |
| 0.0556 | 0.94 | |
| -0.2218 | -4.71 | |
| 0.2582 | 5.33 | |
| -0.1737 | -3.55 | |
| 0.0898 | 1.88 | |
| -0.0189 | -0.38 | |
| 0.0014 | 0.03 | |
| -0.0063 | -0.07 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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