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

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V-Lab

Moonbae Steel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.71% (+2.53%)

Analysis last updated: Sunday, May 19, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5082	2.16
$α$	0.1707	6.43
$β$	0.7558	28.31
$γ_{1}$	0.2378	1.44
$γ_{2}$	-0.4301	-1.98
$γ_{3}$	0.3148	2.82
$γ_{4}$	-0.1492	-1.19
$γ_{5}$	-0.0184	-0.13
$γ_{6}$	0.0015	0.01
$γ_{7}$	0.2111	2.11
$γ_{8}$	-0.1792	-1.78
$γ_{9}$	-0.1168	-0.86
$γ_{10}$	-0.0098	-0.06

Estimation Period:
Nov 7, 1994 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts