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

V-Lab

| |

V-Lab

Han Kook Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.29% (-0.72%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0366	5.21
$α$	0.1707	8.38
$β$	0.7751	28.97
$γ_{1}$	-0.2635	-2.80
$γ_{2}$	0.3005	1.93
$γ_{3}$	-0.0421	-0.31
$γ_{4}$	-0.0005	-0.00
$γ_{5}$	-0.0003	-0.00
$γ_{6}$	0.1042	0.43
$γ_{7}$	-0.2370	-1.00
$γ_{8}$	0.3451	2.10
$γ_{9}$	-0.3839	-2.56
$γ_{10}$	0.2276	2.09

Estimation Period:
Jul 18, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts