V-Lab: Bookook Steel Co Ltd AGARCH Volatility Analysis

V-Lab

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V-Lab

Bookook Steel Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:22.69% (-0.96%)

Analysis last updated: Saturday, April 13, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0817	15.01
$α$	0.1243	39.15
$β$	0.8803	381.75
$γ$	-0.2180	-2.88

Estimation Period:
Jul 29, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts