V-Lab: Bolak Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bolak Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.11% (-0.27%)

Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8255	5.24
$α$	0.1073	5.45
$β$	0.8377	22.29
$γ_{1}$	0.0364	1.04
$γ_{2}$	-0.0554	-1.09
$γ_{3}$	-0.0149	-0.37
$γ_{4}$	0.0956	2.19
$γ_{5}$	-0.1472	-3.25
$γ_{6}$	0.1867	4.91
$γ_{7}$	-0.1848	-5.04
$γ_{8}$	0.1180	3.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts