V-Lab: Daeduck Electronics Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daeduck Electronics Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.54% (-0.18%)

Analysis last updated: Thursday, April 18, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7242	7.53
$α$	0.0669	7.56
$β$	0.8817	45.02
$γ_{1}$	-0.0783	-1.65
$γ_{2}$	0.1582	2.14
$γ_{3}$	-0.1338	-2.32
$γ_{4}$	-0.0244	-0.46
$γ_{5}$	0.1949	4.14
$γ_{6}$	-0.1473	-2.73
$γ_{7}$	-0.0636	-1.04
$γ_{8}$	0.2758	3.77
$γ_{9}$	-0.3494	-4.61
$γ_{10}$	0.2381	5.72

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

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