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

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V-Lab

Hyundai BNG Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:67.37% (+0.76%)

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
$ω$	0.6137	5.50
$α$	0.1124	9.36
$β$	0.8351	46.83
$γ_{1}$	-0.0839	-1.55
$γ_{2}$	0.1956	2.57
$γ_{3}$	-0.2605	-4.78
$γ_{4}$	0.1763	3.16
$γ_{5}$	0.0623	1.19
$γ_{6}$	-0.1864	-3.13
$γ_{7}$	0.1477	2.02
$γ_{8}$	-0.1046	-1.48
$γ_{9}$	0.1706	2.49
$γ_{10}$	-0.1914	-3.20

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

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Volatility Forecasts