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

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V-Lab

Chosun Steel Wire Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.91% (-1.26%)

Analysis last updated: Wednesday, May 1, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6248	1.62
$α$	0.1840	4.57
$β$	0.7328	20.03
$γ_{1}$	-1.4782	-1.69
$γ_{2}$	2.0312	1.65
$γ_{3}$	-0.6188	-0.65
$γ_{4}$	-0.3578	-0.40
$γ_{5}$	0.9934	1.23
$γ_{6}$	-0.9132	-1.37
$γ_{7}$	1.0771	2.28
$γ_{8}$	-1.7887	-2.10
$γ_{9}$	1.5987	1.40
$γ_{10}$	-0.6124	-0.79

Estimation Period:
Feb 19, 2010 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts