V-Lab: Dong-A Socio Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-A Socio Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.55% (+1.05%)

Analysis last updated: Saturday, April 20, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6508	6.99
$α$	0.0899	6.22
$β$	0.8254	36.98
$γ_{1}$	-0.0641	-1.73
$γ_{2}$	0.1488	2.75
$γ_{3}$	-0.2295	-5.87
$γ_{4}$	0.2551	6.59
$γ_{5}$	-0.1579	-4.02
$γ_{6}$	0.0905	2.55
$γ_{7}$	-0.1068	-2.88
$γ_{8}$	0.1010	1.95
$γ_{9}$	-0.0371	-1.10

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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