V-Lab: Histeel Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Histeel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:82.52% (-1.90%)

Analysis last updated: Sunday, May 19, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1394	2.81
$α$	0.1832	7.50
$β$	0.7802	29.13
$γ_{1}$	0.0641	0.24
$γ_{2}$	0.2977	0.78
$γ_{3}$	-0.8962	-2.79
$γ_{4}$	0.9420	2.90
$γ_{5}$	-0.6393	-1.91
$γ_{6}$	0.2237	0.59
$γ_{7}$	0.1974	0.65
$γ_{8}$	-0.3365	-1.03
$γ_{9}$	0.2789	0.63
$γ_{10}$	-0.2953	-0.51

Estimation Period:
Feb 17, 2003 to May 17, 2024

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Volatility Forecasts

Volatility Forecasts