V-Lab: Dongil Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongil Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.71% (+0.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3847	2.98
$α$	0.1407	4.71
$β$	0.8213	23.82
$γ_{1}$	0.0947	0.62
$γ_{2}$	-0.2476	-1.17
$γ_{3}$	0.2554	1.68
$γ_{4}$	-0.0628	-0.37
$γ_{5}$	-0.2198	-1.30
$γ_{6}$	0.4702	2.81
$γ_{7}$	-0.4439	-3.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts