V-Lab
V-Lab

Daedong Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:48.64% (-2.43%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daedong Corp S0GARCH
paramt-stat
ω0.71606.73
α0.15627.79
β0.728423.69
γ1-0.0027-0.07
γ20.04580.87
γ3-0.1936-5.38
γ40.30467.42
γ5-0.2146-4.54
γ60.02290.46
γ70.11802.51
γ8-0.1043-1.81
γ90.00920.18
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts