V-Lab
Korea Steel Shapes Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:15.97% (-0.17%)
Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6962 | 6.66 | |
| 0.1469 | 8.35 | |
| 0.7569 | 27.88 | |
| -0.0318 | -0.72 | |
| 0.0817 | 1.28 | |
| -0.1486 | -3.34 | |
| 0.1515 | 3.15 | |
| -0.0562 | -1.19 | |
| -0.0121 | -0.25 | |
| 0.0971 | 1.79 | |
| -0.2388 | -4.61 | |
| 0.2487 | 6.47 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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