V-Lab
V-Lab

Bookook Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:34.46% (-0.23%)

Analysis last updated: Thursday, March 28, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bookook Steel Co Ltd S0GARCH
paramt-stat
ω2.84483.86
α0.16606.99
β0.757527.66
γ1-0.1172-1.39
γ20.34662.92
γ3-0.3048-3.70
γ4-0.0193-0.25
γ50.18812.43
γ6-0.0029-0.03
γ7-0.2003-2.18
γ80.12501.92
Estimation Period:
Jul 29, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts