V-Lab: Dongbang Agro Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongbang Agro Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:11.11% (-0.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3179	4.80
$α$	0.1916	9.71
$β$	0.7590	38.96
$γ_{1}$	-0.0010	-0.02
$γ_{2}$	0.0622	0.94
$γ_{3}$	-0.1919	-4.12
$γ_{4}$	0.2250	4.89
$γ_{5}$	-0.2044	-3.73
$γ_{6}$	0.2855	4.81
$γ_{7}$	-0.3076	-5.17
$γ_{8}$	0.1819	3.22
$γ_{9}$	-0.0534	-1.45

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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