V-Lab: KG DONGBUSTEEL Spline-GARCH Volatility Analysis

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V-Lab

KG DONGBUSTEEL Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.50% (-0.79%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4520	5.08
$α$	0.1265	7.57
$β$	0.8099	32.54
$γ_{1}$	-0.1594	-2.64
$γ_{2}$	0.2988	3.47
$γ_{3}$	-0.2791	-4.56
$γ_{4}$	0.1822	2.81
$γ_{5}$	0.0125	0.18
$γ_{6}$	-0.2063	-2.83
$γ_{7}$	0.3770	5.09
$γ_{8}$	-0.3966	-4.36
$γ_{9}$	0.2432	2.10
$γ_{10}$	-0.2045	-1.43

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts