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

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V-Lab

Busan Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.12% (-0.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2794	1.74
$α$	0.1759	8.55
$β$	0.7204	23.52
$γ_{1}$	0.1435	1.22
$γ_{2}$	-0.1333	-0.91
$γ_{3}$	-0.1301	-2.63
$γ_{4}$	0.2391	5.29
$γ_{5}$	-0.1823	-3.44
$γ_{6}$	0.0644	1.12
$γ_{7}$	0.0402	0.62
$γ_{8}$	-0.0800	-1.06
$γ_{9}$	-0.0693	-0.79

Estimation Period:
Sep 14, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts