V-Lab: Dongkuk Holdings Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Dongkuk Holdings Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.24% (-0.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2688	8.89
$α$	0.0394	6.28
$β$	0.9205	260.84
$γ$	0.0250	2.83

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

News Impact Curve

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Volatility Forecasts