V-Lab: KG DONGBUSTEEL Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KG DONGBUSTEEL Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.38% (-0.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4998	5.20
$α$	0.1231	7.85
$β$	0.8226	36.63
$γ_{1}$	-0.1159	-1.86
$γ_{2}$	0.2321	2.58
$γ_{3}$	-0.2420	-3.68
$γ_{4}$	0.1652	2.38
$γ_{5}$	0.0071	0.10
$γ_{6}$	-0.1820	-2.32
$γ_{7}$	0.3406	4.30
$γ_{8}$	-0.3446	-3.64
$γ_{9}$	0.1522	1.35
$γ_{10}$	0.0028	0.03

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

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Volatility Forecasts