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

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V-Lab

Daehan Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.51% (-0.16%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9482	4.65
$α$	0.0927	6.04
$β$	0.8152	28.30
$γ_{1}$	0.3713	1.16
$γ_{2}$	-0.7604	-1.61
$γ_{3}$	0.8413	3.11
$γ_{4}$	-1.0617	-4.51
$γ_{5}$	1.2227	5.30
$γ_{6}$	-0.9824	-4.77
$γ_{7}$	0.4733	2.49
$γ_{8}$	0.0520	0.30
$γ_{9}$	-0.4015	-1.97
$γ_{10}$	0.3413	1.52

Estimation Period:
Oct 31, 2005 to May 3, 2024

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Volatility Forecasts