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

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V-Lab

NI Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.63% (-0.14%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6260	5.39
$α$	0.1387	9.33
$β$	0.7970	33.74
$γ_{1}$	0.0018	0.02
$γ_{2}$	-0.2813	-2.00
$γ_{3}$	0.4665	5.65
$γ_{4}$	-0.1041	-1.26
$γ_{5}$	-0.2815	-2.65
$γ_{6}$	0.3012	2.40
$γ_{7}$	-0.1292	-1.07
$γ_{8}$	0.1363	1.03
$γ_{9}$	-0.2347	-1.48
$γ_{10}$	0.1670	1.48

Estimation Period:
Sep 13, 1995 to Apr 30, 2024

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