V-Lab: Hwangkum Steel & Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hwangkum Steel & Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:18.94% (+1.34%)

Analysis last updated: Friday, April 19, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7499	6.31
$α$	0.1550	7.27
$β$	0.7611	26.21
$γ_{1}$	-0.2252	-2.58
$γ_{2}$	0.2877	2.04
$γ_{3}$	0.0383	0.35
$γ_{4}$	-0.1627	-1.55
$γ_{5}$	-0.1022	-1.08
$γ_{6}$	0.4991	4.93
$γ_{7}$	-0.5399	-4.36
$γ_{8}$	0.2980	2.13
$γ_{9}$	-0.2208	-1.72
$γ_{10}$	0.2074	2.38

Estimation Period:
Apr 25, 1997 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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