V-Lab: Daehan Synthetic Fiber Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daehan Synthetic Fiber Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.75% (-3.59%)

Analysis last updated: Thursday, April 18, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9331	5.42
$α$	0.1945	8.65
$β$	0.7297	26.66
$γ_{1}$	0.0275	0.58
$γ_{2}$	0.0090	0.13
$γ_{3}$	-0.1508	-3.01
$γ_{4}$	0.2141	4.63
$γ_{5}$	-0.1749	-3.34
$γ_{6}$	0.0996	1.64
$γ_{7}$	-0.0030	-0.05
$γ_{8}$	-0.0335	-0.58
$γ_{9}$	0.0162	0.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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