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

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V-Lab

Daehan Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.39% (-0.42%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9486	4.68
$α$	0.0925	6.02
$β$	0.8138	27.92
$γ_{1}$	0.3787	1.18
$γ_{2}$	-0.7746	-1.64
$γ_{3}$	0.8561	3.18
$γ_{4}$	-1.0774	-4.59
$γ_{5}$	1.2343	5.37
$γ_{6}$	-0.9849	-4.80
$γ_{7}$	0.4684	2.48
$γ_{8}$	0.0544	0.31
$γ_{9}$	-0.3860	-1.81
$γ_{10}$	0.3158	1.35

Estimation Period:
Oct 31, 2005 to Apr 19, 2024

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