V-Lab: Dae Won Kang Up Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dae Won Kang Up Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.48% (-0.22%)

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
$ω$	0.9505	7.38
$α$	0.1103	6.60
$β$	0.7966	26.72
$γ_{1}$	-0.0355	-0.84
$γ_{2}$	0.1453	2.20
$γ_{3}$	-0.2369	-4.59
$γ_{4}$	0.1312	2.65
$γ_{5}$	0.0673	1.39
$γ_{6}$	-0.1169	-1.97
$γ_{7}$	0.0179	0.28
$γ_{8}$	0.0904	1.31
$γ_{9}$	-0.0627	-0.82
$γ_{10}$	-0.0214	-0.32

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

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