V-Lab: Daewon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Daewon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:113.27% (-4.63%)

Analysis last updated: Friday, April 19, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6687	4.48
$α$	0.1314	6.60
$β$	0.8336	36.35
$γ_{1}$	0.0111	0.20
$γ_{2}$	0.0241	0.30
$γ_{3}$	-0.1632	-2.55
$γ_{4}$	0.2239	3.08
$γ_{5}$	-0.1322	-2.07
$γ_{6}$	0.0327	0.52
$γ_{7}$	0.0649	0.96
$γ_{8}$	-0.1522	-2.40
$γ_{9}$	0.1368	2.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts