V-Lab
V-Lab

TCC Steel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:61.52% (-1.73%)

Analysis last updated: Thursday, March 28, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TCC Steel S0GARCH
paramt-stat
ω0.84436.66
α0.13608.41
β0.795735.81
γ1-0.0450-0.81
γ20.09561.14
γ3-0.1172-1.96
γ40.04450.69
γ50.13471.92
γ6-0.2761-3.77
γ70.32013.95
γ8-0.1994-2.01
γ90.07350.72
γ10-0.0750-1.15
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts