V-Lab: Moonbae Steel Co Ltd AGARCH Volatility Analysis

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V-Lab

Moonbae Steel Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:19.26% (-0.30%)

Analysis last updated: Wednesday, April 17, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0886	11.01
$α$	0.0903	25.51
$β$	0.9107	277.58
$γ$	-0.3675	-4.34

Estimation Period:
Nov 7, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts