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

V-Lab

| |

V-Lab

Korea Steel Shapes Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:17.94% (-0.12%)

Analysis last updated: Friday, May 3, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7010	6.74
$α$	0.1472	8.36
$β$	0.7556	27.76
$γ_{1}$	-0.0308	-0.70
$γ_{2}$	0.0811	1.27
$γ_{3}$	-0.1493	-3.36
$γ_{4}$	0.1515	3.16
$γ_{5}$	-0.0548	-1.16
$γ_{6}$	-0.0146	-0.30
$γ_{7}$	0.1003	1.87
$γ_{8}$	-0.2405	-4.68
$γ_{9}$	0.2474	6.48

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Korea Steel Shapes Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH