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

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V-Lab

Moonbae Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.14% (+0.44%)

Analysis last updated: Tuesday, April 30, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5450	1.99
$α$	0.1728	6.44
$β$	0.7630	30.31
$γ_{1}$	0.2161	1.19
$γ_{2}$	-0.3879	-1.63
$γ_{3}$	0.2810	2.35
$γ_{4}$	-0.1344	-1.01
$γ_{5}$	-0.0144	-0.09
$γ_{6}$	-0.0057	-0.04
$γ_{7}$	0.1973	1.89
$γ_{8}$	-0.1162	-1.09
$γ_{9}$	-0.2683	-2.03
$γ_{10}$	0.3587	3.57

Estimation Period:
Nov 7, 1994 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts