V-Lab: KG DONGBUSTEEL Spline-GARCH Volatility Analysis

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V-Lab

KG DONGBUSTEEL Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:28.02% (-0.54%)

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
$ω$	0.4481	4.99
$α$	0.1256	7.59
$β$	0.8117	32.98
$γ_{1}$	-0.1606	-2.63
$γ_{2}$	0.2999	3.45
$γ_{3}$	-0.2797	-4.57
$γ_{4}$	0.1847	2.85
$γ_{5}$	0.0072	0.10
$γ_{6}$	-0.1985	-2.73
$γ_{7}$	0.3687	4.98
$γ_{8}$	-0.3898	-4.30
$γ_{9}$	0.2378	2.05
$γ_{10}$	-0.1982	-1.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts