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

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V-Lab

Moonbae Steel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:19.76% (+0.60%)

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
$ω$	1.5068	2.16
$α$	0.1702	6.42
$β$	0.7563	28.33
$γ_{1}$	0.2399	1.44
$γ_{2}$	-0.4341	-1.99
$γ_{3}$	0.3181	2.84
$γ_{4}$	-0.1523	-1.21
$γ_{5}$	-0.0137	-0.09
$γ_{6}$	-0.0053	-0.04
$γ_{7}$	0.2169	2.18
$γ_{8}$	-0.1814	-1.81
$γ_{9}$	-0.1125	-0.83
$γ_{10}$	-0.0255	-0.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts