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

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V-Lab

TAEKYUNG BK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.20% (-2.77%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1703	5.36
$α$	0.1724	8.41
$β$	0.7682	32.86
$γ_{1}$	0.0314	0.42
$γ_{2}$	0.0015	0.01
$γ_{3}$	-0.1993	-2.51
$γ_{4}$	0.2917	4.24
$γ_{5}$	-0.1230	-1.82
$γ_{6}$	-0.0875	-0.92
$γ_{7}$	0.1765	1.72
$γ_{8}$	-0.0039	-0.04
$γ_{9}$	-0.2353	-1.86
$γ_{10}$	0.1896	1.96

Estimation Period:
Jan 6, 1992 to Apr 30, 2024

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