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

V-Lab

| |

V-Lab

Bookook Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.22% (-0.39%)

Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8583	3.83
$α$	0.1645	6.97
$β$	0.7614	28.21
$γ_{1}$	-0.1149	-1.37
$γ_{2}$	0.3441	2.91
$γ_{3}$	-0.3090	-3.78
$γ_{4}$	-0.0097	-0.13
$γ_{5}$	0.1818	2.44
$γ_{6}$	0.0013	0.01
$γ_{7}$	-0.2168	-2.46
$γ_{8}$	0.1481	2.36

Estimation Period:
Jul 29, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts