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

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V-Lab

Doosan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:77.42% (+3.13%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6403	3.86
$α$	0.0916	7.60
$β$	0.8437	37.65
$γ_{1}$	0.0207	0.29
$γ_{2}$	0.0029	0.03
$γ_{3}$	-0.0924	-1.79
$γ_{4}$	0.0692	1.27
$γ_{5}$	0.0803	1.45
$γ_{6}$	-0.2254	-4.19
$γ_{7}$	0.2643	5.02
$γ_{8}$	-0.1510	-2.66
$γ_{9}$	0.0623	1.09
$γ_{10}$	-0.0614	-1.51

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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