V-Lab
V-Lab

Dongwon Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:32.29% (+0.21%)

Analysis last updated: Thursday, April 18, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongwon Industries Co Ltd S0GARCH
paramt-stat
ω0.75287.62
α0.10097.65
β0.812137.92
γ1-0.0333-1.00
γ20.09731.99
γ3-0.1563-4.01
γ40.14503.47
γ5-0.1128-2.92
γ60.11293.42
γ7-0.0681-1.83
γ80.05040.89
γ9-0.0617-1.09
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts