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

V-Lab

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V-Lab

Bookook Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.56% (-0.34%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8527	3.84
$α$	0.1646	6.97
$β$	0.7608	28.10
$γ_{1}$	-0.1151	-1.37
$γ_{2}$	0.3443	2.91
$γ_{3}$	-0.3090	-3.79
$γ_{4}$	-0.0098	-0.13
$γ_{5}$	0.1823	2.45
$γ_{6}$	-0.0001	-0.00
$γ_{7}$	-0.2138	-2.43
$γ_{8}$	0.1449	2.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts