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

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V-Lab

Chosun Steel Wire Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.99% (-1.30%)

Analysis last updated: Wednesday, May 1, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5949	1.57
$α$	0.1853	4.59
$β$	0.7316	20.01
$γ_{1}$	-1.5562	-1.75
$γ_{2}$	2.1341	1.71
$γ_{3}$	-0.6538	-0.68
$γ_{4}$	-0.3490	-0.39
$γ_{5}$	1.0034	1.24
$γ_{6}$	-0.9347	-1.40
$γ_{7}$	1.1062	2.29
$γ_{8}$	-1.8317	-2.03
$γ_{9}$	1.6801	1.31
$γ_{10}$	-0.7939	-0.58

Estimation Period:
Feb 19, 2010 to Apr 30, 2024

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