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

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V-Lab

Chosun Steel Wire Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:28.82% (-1.79%)

Analysis last updated: Thursday, April 18, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6285	1.62
$α$	0.1834	4.53
$β$	0.7347	20.16
$γ_{1}$	-1.4736	-1.68
$γ_{2}$	2.0170	1.62
$γ_{3}$	-0.5949	-0.61
$γ_{4}$	-0.3852	-0.42
$γ_{5}$	1.0092	1.25
$γ_{6}$	-0.9192	-1.39
$γ_{7}$	1.0923	2.20
$γ_{8}$	-1.7962	-1.97
$γ_{9}$	1.5673	1.32
$γ_{10}$	-0.5705	-0.71

Estimation Period:
Feb 19, 2010 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts