V-Lab: Daeduck GDS Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daeduck GDS Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 29th, 2018:45.93% (-0.75%)

Analysis last updated: Wednesday, November 28, 2018 at 07:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8515	6.54
$α$	0.0620	7.18
$β$	0.9037	65.33
$γ_{1}$	-0.0023	-0.06
$γ_{2}$	0.0304	0.55
$γ_{3}$	-0.1162	-3.19
$γ_{4}$	0.1584	4.52
$γ_{5}$	-0.0810	-2.14
$γ_{6}$	0.0130	0.34
$γ_{7}$	-0.0085	-0.30

Estimation Period:
Jan 3, 1990 to Nov 23, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts