V-Lab: Binggrae Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Binggrae Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.07% (+0.34%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6953	7.08
$α$	0.1101	8.70
$β$	0.7960	33.47
$γ_{1}$	-0.1292	-2.94
$γ_{2}$	0.2372	3.66
$γ_{3}$	-0.2218	-4.79
$γ_{4}$	0.1263	2.48
$γ_{5}$	-0.0151	-0.25
$γ_{6}$	0.0766	1.30
$γ_{7}$	-0.1568	-3.08
$γ_{8}$	0.1333	2.76
$γ_{9}$	-0.1280	-2.49
$γ_{10}$	0.3491	5.49

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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