V-Lab: Taeyang Metal Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Taeyang Metal Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:51.97% (-2.11%)

Analysis last updated: Wednesday, May 1, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6770	6.81
$α$	0.1464	8.05
$β$	0.6939	16.82
$γ_{1}$	-0.0042	-0.10
$γ_{2}$	0.0426	0.73
$γ_{3}$	-0.1297	-3.34
$γ_{4}$	0.1149	2.63
$γ_{5}$	0.0047	0.09
$γ_{6}$	-0.0664	-1.11
$γ_{7}$	0.1046	1.57
$γ_{8}$	-0.1209	-1.46
$γ_{9}$	0.0803	0.85
$γ_{10}$	-0.0369	-0.54

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Taeyang Metal Industrial Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH