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

V-Lab

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V-Lab

Korea Steel Shapes Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:14.79% (-0.75%)

Analysis last updated: Saturday, May 18, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7190	7.55
$α$	0.1456	8.38
$β$	0.7581	27.20
$γ_{1}$	0.0003	0.01
$γ_{2}$	0.0077	0.17
$γ_{3}$	-0.0694	-2.15
$γ_{4}$	0.1227	3.22
$γ_{5}$	-0.1115	-2.70
$γ_{6}$	0.1317	3.19
$γ_{7}$	-0.1745	-3.63
$γ_{8}$	0.0500	0.73

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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