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

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V-Lab

Histeel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:68.17% (-7.89%)

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
$ω$	0.9568	2.15
$α$	0.1978	7.55
$β$	0.7656	27.75
$γ_{1}$	-0.1160	-0.38
$γ_{2}$	0.5478	1.30
$γ_{3}$	-1.0059	-3.18
$γ_{4}$	1.0050	3.18
$γ_{5}$	-0.6771	-2.05
$γ_{6}$	0.2437	0.65
$γ_{7}$	0.2042	0.68
$γ_{8}$	-0.3901	-1.20
$γ_{9}$	0.4139	0.96
$γ_{10}$	-0.6737	-1.40

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

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Volatility Forecasts

Volatility Forecasts