V-Lab
V-Lab

Dong-A Socio Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:26.64% (+0.78%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dong-A Socio Holdings Co Ltd S0GARCH
paramt-stat
ω0.65066.98
α0.09006.25
β0.825237.08
γ1-0.0646-1.74
γ20.15002.77
γ3-0.2310-5.90
γ40.25626.63
γ5-0.1587-4.07
γ60.09162.61
γ7-0.1080-2.84
γ80.10151.93
γ9-0.0370-1.08
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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