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

V-Lab

| |

V-Lab

Moonbae Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.27% (+1.49%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5454	1.99
$α$	0.1739	6.44
$β$	0.7613	30.04
$γ_{1}$	0.2184	1.21
$γ_{2}$	-0.3927	-1.65
$γ_{3}$	0.2848	2.38
$γ_{4}$	-0.1356	-1.01
$γ_{5}$	-0.0156	-0.10
$γ_{6}$	-0.0046	-0.03
$γ_{7}$	0.1961	1.89
$γ_{8}$	-0.1121	-1.05
$γ_{9}$	-0.2716	-2.06
$γ_{10}$	0.3571	3.59

Estimation Period:
Nov 7, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts