V-Lab: Taeyang Metal Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taeyang Metal Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:66.07% (+2.85%)

Analysis last updated: Sunday, April 21, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6872	7.01
$α$	0.1494	8.12
$β$	0.6894	16.61
$γ_{1}$	-0.0062	-0.15
$γ_{2}$	0.0471	0.83
$γ_{3}$	-0.1342	-3.49
$γ_{4}$	0.1180	2.71
$γ_{5}$	0.0035	0.07
$γ_{6}$	-0.0667	-1.12
$γ_{7}$	0.1058	1.58
$γ_{8}$	-0.1227	-1.48
$γ_{9}$	0.0827	0.88
$γ_{10}$	-0.0393	-0.57

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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