V-Lab: Bookook Steel Co Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Bookook Steel Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.40% (+0.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0793	19.06
$α$	0.1233	18.09
$β$	0.8931	357.95
$γ$	-0.0327	-3.13

Estimation Period:
Jul 29, 1996 to Apr 19, 2024

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