V-Lab: Daewon Cable Co Ltd EGARCH Volatility Analysis

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V-Lab

Daewon Cable Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:109.52% (-9.49%)

Analysis last updated: Thursday, April 18, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1117	19.26
$α$	0.2437	31.96
$β$	0.9657	487.47
$γ$	0.0062	0.98

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts