V-Lab: Dohwa Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dohwa Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.46% (+3.45%)

Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0628	2.73
$α$	0.1517	4.08
$β$	0.7949	19.19
$γ_{1}$	1.2477	1.50
$γ_{2}$	-2.0774	-1.51
$γ_{3}$	1.4141	1.31
$γ_{4}$	-1.5594	-1.47
$γ_{5}$	2.5749	2.85
$γ_{6}$	-3.3250	-5.11
$γ_{7}$	2.7600	4.43
$γ_{8}$	-1.4978	-2.94
$γ_{9}$	0.6767	2.39

Estimation Period:
Aug 12, 2010 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts