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 Monday, April 22nd, 2024:33.89% (-3.23%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5385	5.09
$α$	0.1943	9.83
$β$	0.6712	24.53
$γ_{1}$	-0.0564	-1.21
$γ_{2}$	0.1531	2.39
$γ_{3}$	-0.2162	-5.62
$γ_{4}$	0.1864	4.78
$γ_{5}$	-0.0974	-2.58
$γ_{6}$	-0.0253	-0.61
$γ_{7}$	0.1848	3.31
$γ_{8}$	-0.2474	-3.62
$γ_{9}$	0.1694	3.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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