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

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V-Lab

Baiksan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:27.97% (-0.97%)

Analysis last updated: Friday, May 3, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2983	8.25
$α$	0.1602	6.80
$β$	0.6215	14.37
$γ_{1}$	-0.1679	-1.88
$γ_{2}$	0.1931	1.34
$γ_{3}$	0.0439	0.37
$γ_{4}$	0.0071	0.06
$γ_{5}$	-0.2451	-2.27
$γ_{6}$	0.2706	2.98
$γ_{7}$	-0.1894	-2.00
$γ_{8}$	0.2618	2.73
$γ_{9}$	-0.3819	-4.52
$γ_{10}$	0.3044	5.02

Estimation Period:
Aug 11, 1999 to Apr 30, 2024

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