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

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V-Lab

Daehan Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.19% (-0.32%)

Analysis last updated: Tuesday, April 30, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9465	4.65
$α$	0.0922	6.01
$β$	0.8150	28.12
$γ_{1}$	0.3755	1.16
$γ_{2}$	-0.7699	-1.62
$γ_{3}$	0.8537	3.16
$γ_{4}$	-1.0759	-4.57
$γ_{5}$	1.2325	5.35
$γ_{6}$	-0.9823	-4.77
$γ_{7}$	0.4646	2.45
$γ_{8}$	0.0610	0.35
$γ_{9}$	-0.3978	-1.89
$γ_{10}$	0.3271	1.43

Estimation Period:
Oct 31, 2005 to Apr 26, 2024

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