V-Lab: Hyundai BNG Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai BNG Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:61.52% (-2.26%)

Analysis last updated: Thursday, April 18, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6118	5.50
$α$	0.1125	9.34
$β$	0.8347	46.63
$γ_{1}$	-0.0856	-1.58
$γ_{2}$	0.1981	2.60
$γ_{3}$	-0.2613	-4.79
$γ_{4}$	0.1753	3.14
$γ_{5}$	0.0650	1.24
$γ_{6}$	-0.1895	-3.16
$γ_{7}$	0.1501	2.05
$γ_{8}$	-0.1068	-1.51
$γ_{9}$	0.1726	2.50
$γ_{10}$	-0.1926	-3.17

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

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