V-Lab: Han Kook Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Han Kook Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.09% (-0.01%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0395	5.20
$α$	0.1702	8.37
$β$	0.7764	29.14
$γ_{1}$	-0.2633	-2.78
$γ_{2}$	0.3004	1.93
$γ_{3}$	-0.0430	-0.32
$γ_{4}$	0.0019	0.02
$γ_{5}$	-0.0051	-0.03
$γ_{6}$	0.1115	0.46
$γ_{7}$	-0.2445	-1.03
$γ_{8}$	0.3519	2.14
$γ_{9}$	-0.3927	-2.62
$γ_{10}$	0.2359	2.18

Estimation Period:
Jul 18, 1997 to Apr 30, 2024

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