V-Lab
V-Lab

Dohwa Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:16.36% (+0.25%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dohwa Engineering Co Ltd S0GARCH
paramt-stat
ω1.03622.81
α0.15034.13
β0.790219.12
γ11.26701.55
γ2-2.1112-1.57
γ31.44711.37
γ4-1.6004-1.55
γ52.61992.99
γ6-3.3369-5.25
γ72.67804.43
γ8-1.2907-2.65
γ90.45551.64
Estimation Period:
Aug 12, 2010 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts