V-Lab: Dongkuk Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongkuk Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:43.99% (-0.14%)

Analysis last updated: Wednesday, April 17, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6123	8.75
$α$	0.0715	7.78
$β$	0.8732	46.48
$γ_{1}$	0.0159	1.84
$γ_{2}$	-0.0360	-2.64
$γ_{3}$	0.0201	1.82
$γ_{4}$	0.0145	1.09
$γ_{5}$	-0.0235	-1.82

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

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