V-Lab: Korea Steel Shapes Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Steel Shapes Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.04% (+2.62%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6904	6.64
$α$	0.1471	8.36
$β$	0.7552	27.74
$γ_{1}$	-0.0338	-0.77
$γ_{2}$	0.0849	1.33
$γ_{3}$	-0.1508	-3.40
$γ_{4}$	0.1526	3.18
$γ_{5}$	-0.0557	-1.18
$γ_{6}$	-0.0137	-0.28
$γ_{7}$	0.0988	1.84
$γ_{8}$	-0.2384	-4.62
$γ_{9}$	0.2463	6.39

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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