V-Lab: Mirae Corp Spline-GARCH Volatility Analysis

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V-Lab

Mirae Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:66.00% (-0.15%)

Analysis last updated: Sunday, May 19, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8046	3.56
$α$	0.1039	5.19
$β$	0.8293	24.90
$γ_{1}$	-0.0714	-0.55
$γ_{2}$	0.0260	0.14
$γ_{3}$	0.0222	0.21
$γ_{4}$	0.1577	1.47
$γ_{5}$	-0.2484	-1.92
$γ_{6}$	0.2048	1.23
$γ_{7}$	-0.2598	-1.46
$γ_{8}$	0.4042	2.26
$γ_{9}$	-0.4363	-1.72
$γ_{10}$	0.4301	1.15

Estimation Period:
Nov 22, 1996 to May 17, 2024

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