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

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V-Lab

Daehan Steel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.06% (-0.42%)

Analysis last updated: Wednesday, May 1, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9573	4.72
$α$	0.0942	6.17
$β$	0.8100	27.27
$γ_{1}$	0.4043	1.26
$γ_{2}$	-0.8214	-1.74
$γ_{3}$	0.8971	3.34
$γ_{4}$	-1.1158	-4.80
$γ_{5}$	1.2722	5.59
$γ_{6}$	-1.0292	-5.00
$γ_{7}$	0.5373	2.70
$γ_{8}$	-0.0884	-0.38
$γ_{9}$	-0.0599	-0.14
$γ_{10}$	-0.5673	-0.74

Estimation Period:
Oct 31, 2005 to Apr 30, 2024

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