V-Lab: Dongsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:14.67% (+0.30%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9092	6.15
$α$	0.1695	10.68
$β$	0.7680	37.35
$γ_{1}$	-0.0056	-0.10
$γ_{2}$	0.0861	0.98
$γ_{3}$	-0.1892	-2.76
$γ_{4}$	0.1413	1.75
$γ_{5}$	-0.0385	-0.41
$γ_{6}$	0.0851	0.96
$γ_{7}$	-0.2436	-3.36
$γ_{8}$	0.3991	5.38
$γ_{9}$	-0.5271	-6.16
$γ_{10}$	0.4495	7.07

Estimation Period:
Jan 19, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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