V-Lab
V-Lab

Dongbu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:19.26% (-0.13%)

Analysis last updated: Thursday, March 28, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongbu Corp S0GARCH
paramt-stat
ω0.71776.01
α0.15098.20
β0.774131.00
γ1-0.0428-1.05
γ20.13182.28
γ3-0.2546-6.55
γ40.31967.89
γ5-0.2904-6.68
γ60.28766.08
γ7-0.2777-5.15
γ80.15623.24
γ9-0.0107-0.31
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts