V-Lab: Dongil Industries Co Ltd AGARCH Volatility Analysis

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V-Lab

Dongil Industries Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.18% (-0.28%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1286	13.77
$α$	0.1613	27.32
$β$	0.8224	137.97
$γ$	0.1980	2.67

Estimation Period:
Jun 30, 2005 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts