V-Lab: Daedong Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daedong Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:49.51% (+2.44%)

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
$ω$	0.7075	6.65
$α$	0.1549	7.74
$β$	0.7298	23.78
$γ_{1}$	-0.0025	-0.07
$γ_{2}$	0.0432	0.83
$γ_{3}$	-0.1890	-5.34
$γ_{4}$	0.3019	7.49
$γ_{5}$	-0.2154	-4.63
$γ_{6}$	0.0255	0.52
$γ_{7}$	0.1176	2.56
$γ_{8}$	-0.1086	-1.95
$γ_{9}$	0.0147	0.29

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

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Volatility Forecasts

Volatility Forecasts