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Mirae Asset Securities Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 20, 2016 at 07:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mirae Asset Securities Co Ltd SGARCH
paramt-stat
ω0.92546.66
α0.03693.58
β0.905930.40
γ11.72064.02
γ2-2.6906-4.01
γ30.30120.53
γ42.06293.30
γ5-2.2928-3.76
γ61.32702.70
γ7-0.5478-1.24
γ80.36650.71
γ9-1.7573-1.72
Estimation Period:
Feb 15, 2006 to Dec 16, 2016
Impact of return on volatility tomorrow
Volatility Forecasts