V-Lab: Daewoo Electronic Components Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daewoo Electronic Components Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:39.88% (+9.84%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5269	4.82
$α$	0.1955	9.87
$β$	0.6710	24.60
$γ_{1}$	-0.0620	-1.28
$γ_{2}$	0.1606	2.42
$γ_{3}$	-0.2186	-5.61
$γ_{4}$	0.1868	4.76
$γ_{5}$	-0.0960	-2.53
$γ_{6}$	-0.0279	-0.67
$γ_{7}$	0.1870	3.32
$γ_{8}$	-0.2479	-3.61
$γ_{9}$	0.1685	3.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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