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

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V-Lab

Daehan Steel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:16.20% (-0.27%)

Analysis last updated: Wednesday, May 15, 2024 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9561	4.71
$α$	0.0948	6.21
$β$	0.8098	27.36
$γ_{1}$	0.3961	1.24
$γ_{2}$	-0.8063	-1.72
$γ_{3}$	0.8823	3.30
$γ_{4}$	-1.1010	-4.74
$γ_{5}$	1.2634	5.55
$γ_{6}$	-1.0324	-5.03
$γ_{7}$	0.5527	2.78
$γ_{8}$	-0.1128	-0.49
$γ_{9}$	-0.0269	-0.06
$γ_{10}$	-0.6715	-0.86

Estimation Period:
Oct 31, 2005 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts