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

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V-Lab

Bookook Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.36% (+0.07%)

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
$ω$	2.8516	3.84
$α$	0.1648	6.97
$β$	0.7603	28.05
$γ_{1}$	-0.1156	-1.37
$γ_{2}$	0.3448	2.91
$γ_{3}$	-0.3080	-3.76
$γ_{4}$	-0.0120	-0.16
$γ_{5}$	0.1835	2.44
$γ_{6}$	-0.0006	-0.01
$γ_{7}$	-0.2104	-2.36
$γ_{8}$	0.1396	2.20

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

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Volatility Forecasts

Volatility Forecasts