V-Lab: KG DONGBUSTEEL Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KG DONGBUSTEEL Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:39.88% (-1.22%)

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
$ω$	0.5054	5.27
$α$	0.1213	7.84
$β$	0.8247	37.09
$γ_{1}$	-0.1120	-1.82
$γ_{2}$	0.2278	2.56
$γ_{3}$	-0.2428	-3.74
$γ_{4}$	0.1687	2.46
$γ_{5}$	0.0019	0.03
$γ_{6}$	-0.1756	-2.27
$γ_{7}$	0.3338	4.25
$γ_{8}$	-0.3386	-3.62
$γ_{9}$	0.1465	1.31
$γ_{10}$	0.0076	0.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts