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

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V-Lab

Histeel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:75.52% (-7.20%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1651	2.85
$α$	0.1898	7.66
$β$	0.7727	28.76
$γ_{1}$	0.0706	0.27
$γ_{2}$	0.2930	0.77
$γ_{3}$	-0.8980	-2.81
$γ_{4}$	0.9399	2.94
$γ_{5}$	-0.6387	-1.92
$γ_{6}$	0.2314	0.61
$γ_{7}$	0.1785	0.60
$γ_{8}$	-0.2990	-0.95
$γ_{9}$	0.2029	0.54
$γ_{10}$	-0.1417	-0.51

Estimation Period:
Feb 17, 2003 to Apr 26, 2024

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