V-Lab
V-Lab

Dongwon Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:34.07% (+2.86%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongwon Industries Co Ltd S0GARCH
paramt-stat
ω0.75057.60
α0.10137.68
β0.811337.84
γ1-0.0345-1.03
γ20.09962.03
γ3-0.1582-4.06
γ40.14643.51
γ5-0.1139-2.96
γ60.11353.44
γ7-0.0683-1.83
γ80.05120.90
γ9-0.0626-1.10
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts