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

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V-Lab

Moonbae Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.45% (-0.61%)

Analysis last updated: Saturday, May 4, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5496	2.00
$α$	0.1731	6.44
$β$	0.7626	30.27
$γ_{1}$	0.2172	1.20
$γ_{2}$	-0.3897	-1.64
$γ_{3}$	0.2815	2.36
$γ_{4}$	-0.1328	-1.00
$γ_{5}$	-0.0185	-0.12
$γ_{6}$	-0.0003	-0.00
$γ_{7}$	0.1927	1.85
$γ_{8}$	-0.1125	-1.06
$γ_{9}$	-0.2721	-2.07
$γ_{10}$	0.3613	3.62

Estimation Period:
Nov 7, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts