V-Lab: Dae Han Flour Mills Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dae Han Flour Mills Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.13% (-0.49%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7624	3.47
$α$	0.1431	9.87
$β$	0.7768	40.31
$γ_{1}$	0.0367	0.54
$γ_{2}$	-0.0447	-0.48
$γ_{3}$	-0.0859	-1.80
$γ_{4}$	0.2209	4.85
$γ_{5}$	-0.2333	-5.38
$γ_{6}$	0.1526	3.57
$γ_{7}$	-0.0576	-1.12
$γ_{8}$	0.0341	0.65
$γ_{9}$	-0.0337	-1.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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