Moonbae Steel Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.69% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5219 | 1.80 | |
| 0.1593 | 6.67 | |
| 0.8001 | 36.66 | |
| 0.0108 | 0.11 | |
| -0.0111 | -0.09 | |
| -0.0022 | -0.05 | |
| -0.0482 | -1.05 | |
| 0.1967 | 3.73 | |
| -0.3006 | -5.22 | |
| 0.2152 | 3.45 |
Estimation Period:
Nov 7, 1994 to Jan 30, 2026
Nov 7, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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