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

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V-Lab

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

Volatility Prediction for Thursday, April 18th, 2024:35.97% (-1.12%)

Analysis last updated: Thursday, April 18, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0350	5.20
$α$	0.1711	8.36
$β$	0.7744	28.78
$γ_{1}$	-0.2635	-2.78
$γ_{2}$	0.2994	1.92
$γ_{3}$	-0.0401	-0.30
$γ_{4}$	-0.0017	-0.01
$γ_{5}$	-0.0007	-0.00
$γ_{6}$	0.1048	0.43
$γ_{7}$	-0.2344	-1.00
$γ_{8}$	0.3372	2.08
$γ_{9}$	-0.3699	-2.47
$γ_{10}$	0.2136	1.97

Estimation Period:
Jul 18, 1997 to Apr 12, 2024

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