V-Lab: Bookook Steel Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Bookook Steel Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.34% (-0.31%)

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
$m$	56
$α$	0.1564	23.80
$β$	0.6950	70.29
$γ$	-0.0137	-1.30
$λ_{1}$	0.5789	4.63
$λ_{2}$	0.9696	33.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 29, 1996 to Apr 26, 2024

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