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

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:24.14% (-2.53%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9219	5.35
$α$	0.1939	8.64
$β$	0.7295	26.59
$γ_{1}$	0.0283	0.59
$γ_{2}$	0.0062	0.09
$γ_{3}$	-0.1469	-2.93
$γ_{4}$	0.2110	4.56
$γ_{5}$	-0.1729	-3.31
$γ_{6}$	0.0977	1.61
$γ_{7}$	-0.0002	-0.00
$γ_{8}$	-0.0360	-0.63
$γ_{9}$	0.0170	0.47

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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