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

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V-Lab

Chosun Steel Wire Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:22.56% (-1.06%)

Analysis last updated: Thursday, May 16, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5951	1.58
$α$	0.1845	4.58
$β$	0.7315	19.93
$γ_{1}$	-1.5517	-1.76
$γ_{2}$	2.1366	1.73
$γ_{3}$	-0.6735	-0.71
$γ_{4}$	-0.3243	-0.36
$γ_{5}$	0.9893	1.22
$γ_{6}$	-0.9304	-1.38
$γ_{7}$	1.0940	2.36
$γ_{8}$	-1.8322	-2.18
$γ_{9}$	1.7372	1.40
$γ_{10}$	-0.9524	-0.73

Estimation Period:
Feb 19, 2010 to May 14, 2024

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Volatility Forecasts

Volatility Forecasts