V-Lab: Dongsung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dongsung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 30th, 2021:26.87% (+6.33%)

Analysis last updated: Monday, March 29, 2021 at 09:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8358	6.11
$α$	0.1785	10.13
$β$	0.7427	31.24
$γ_{1}$	0.0180	0.48
$γ_{2}$	0.0011	0.02
$γ_{3}$	-0.1488	-3.28
$γ_{4}$	0.2829	4.73
$γ_{5}$	-0.1933	-2.76
$γ_{6}$	0.0094	0.16
$γ_{7}$	-0.0023	-0.06
$γ_{8}$	0.0790	2.67

Estimation Period:
Jan 3, 1990 to Mar 26, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts