V-Lab: Korea Steel Shapes Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Steel Shapes Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:10.70% (-0.24%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7195	7.52
$α$	0.1458	8.28
$β$	0.7586	26.81
$γ_{1}$	0.0001	0.00
$γ_{2}$	0.0082	0.18
$γ_{3}$	-0.0702	-2.16
$γ_{4}$	0.1232	3.21
$γ_{5}$	-0.1114	-2.68
$γ_{6}$	0.1304	3.14
$γ_{7}$	-0.1695	-3.50
$γ_{8}$	0.0331	0.48

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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