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

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V-Lab

NI Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.03% (+0.19%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6278	5.51
$α$	0.1388	9.25
$β$	0.7952	33.05
$γ_{1}$	0.0008	0.01
$γ_{2}$	-0.2778	-2.00
$γ_{3}$	0.4610	5.62
$γ_{4}$	-0.0983	-1.19
$γ_{5}$	-0.2856	-2.69
$γ_{6}$	0.3027	2.42
$γ_{7}$	-0.1297	-1.08
$γ_{8}$	0.1362	1.03
$γ_{9}$	-0.2305	-1.46
$γ_{10}$	0.1604	1.43

Estimation Period:
Sep 13, 1995 to Apr 19, 2024

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