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 Friday, April 19th, 2024:62.52% (+13.45%)

Analysis last updated: Saturday, April 20, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6834	6.94
$α$	0.1481	8.04
$β$	0.6889	16.42
$γ_{1}$	-0.0010	-0.02
$γ_{2}$	0.0390	0.67
$γ_{3}$	-0.1298	-3.33
$γ_{4}$	0.1165	2.64
$γ_{5}$	0.0024	0.05
$γ_{6}$	-0.0644	-1.08
$γ_{7}$	0.1032	1.54
$γ_{8}$	-0.1195	-1.44
$γ_{9}$	0.0795	0.84
$γ_{10}$	-0.0369	-0.54

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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