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

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V-Lab

Busan Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.69% (+1.80%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2942	1.70
$α$	0.1786	8.86
$β$	0.7233	24.81
$γ_{1}$	0.1396	1.16
$γ_{2}$	-0.1295	-0.87
$γ_{3}$	-0.1248	-2.46
$γ_{4}$	0.2263	4.96
$γ_{5}$	-0.1663	-3.11
$γ_{6}$	0.0439	0.76
$γ_{7}$	0.0766	1.24
$γ_{8}$	-0.1626	-2.55
$γ_{9}$	0.1520	3.32

Estimation Period:
Sep 14, 1990 to Apr 30, 2024

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Volatility Forecasts