V-Lab
V-Lab

Doosan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:77.84% (-3.83%)

Analysis last updated: Thursday, March 28, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Doosan Co Ltd S0GARCH
paramt-stat
ω0.64493.93
α0.09197.54
β0.842836.92
γ10.02220.32
γ20.00180.02
γ3-0.0926-1.79
γ40.06741.23
γ50.08431.51
γ6-0.2287-4.21
γ70.26404.97
γ8-0.1481-2.60
γ90.06011.06
γ10-0.0608-1.51
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts