V-Lab: Mirae Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mirae Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:56.17% (-2.11%)

Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8204	3.61
$α$	0.0945	4.90
$β$	0.8484	25.78
$γ_{1}$	-0.0558	-0.42
$γ_{2}$	0.0021	0.01
$γ_{3}$	0.0367	0.33
$γ_{4}$	0.1431	1.29
$γ_{5}$	-0.2273	-1.69
$γ_{6}$	0.1760	1.02
$γ_{7}$	-0.2213	-1.22
$γ_{8}$	0.3439	2.00
$γ_{9}$	-0.3194	-1.53
$γ_{10}$	0.1470	0.82

Estimation Period:
Nov 22, 1996 to May 3, 2024

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