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

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V-Lab

Chosun Steel Wire Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.86% (-2.19%)

Analysis last updated: Saturday, May 4, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6254	1.63
$α$	0.1835	4.56
$β$	0.7334	20.05
$γ_{1}$	-1.4761	-1.69
$γ_{2}$	2.0283	1.65
$γ_{3}$	-0.6176	-0.65
$γ_{4}$	-0.3585	-0.40
$γ_{5}$	0.9940	1.23
$γ_{6}$	-0.9141	-1.37
$γ_{7}$	1.0779	2.28
$γ_{8}$	-1.7893	-2.11
$γ_{9}$	1.5991	1.41
$γ_{10}$	-0.6123	-0.79

Estimation Period:
Feb 19, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts