V-Lab: KG DONGBUSTEEL MF2-GARCH Volatility Analysis

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V-Lab

KG DONGBUSTEEL MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.16% (-0.03%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1970	22.07
$β$	0.5696	32.04
$γ$	-0.0349	-2.81
$λ_{1}$	0.0797	1.66
$λ_{2}$	0.0362	2.96
$λ_{3}$	0.9591	61.13

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts