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 Monday, April 22nd, 2024:15.29% (+1.02%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8978	5.97
$α$	0.1704	10.71
$β$	0.7671	37.26
$γ_{1}$	-0.0050	-0.09
$γ_{2}$	0.0829	0.94
$γ_{3}$	-0.1853	-2.71
$γ_{4}$	0.1389	1.72
$γ_{5}$	-0.0366	-0.39
$γ_{6}$	0.0831	0.94
$γ_{7}$	-0.2420	-3.35
$γ_{8}$	0.3985	5.38
$γ_{9}$	-0.5267	-6.17
$γ_{10}$	0.4479	7.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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