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 Monday, April 22nd, 2024:58.88% (-0.73%)

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
$ω$	0.6123	5.50
$α$	0.1123	9.34
$β$	0.8349	46.66
$γ_{1}$	-0.0839	-1.55
$γ_{2}$	0.1953	2.57
$γ_{3}$	-0.2600	-4.78
$γ_{4}$	0.1763	3.17
$γ_{5}$	0.0626	1.19
$γ_{6}$	-0.1869	-3.14
$γ_{7}$	0.1481	2.03
$γ_{8}$	-0.1048	-1.49
$γ_{9}$	0.1705	2.47
$γ_{10}$	-0.1919	-3.16

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

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Volatility Forecasts

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