V-Lab: Dae Young Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dae Young Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:74.79% (-6.36%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3162	2.64
$α$	0.1974	8.30
$β$	0.7596	34.65
$γ_{1}$	-0.1385	-2.53
$γ_{2}$	0.1894	2.56
$γ_{3}$	-0.1255	-3.00
$γ_{4}$	0.0786	1.94
$γ_{5}$	0.0335	0.71
$γ_{6}$	-0.0567	-0.97
$γ_{7}$	0.0455	0.88
$γ_{8}$	-0.0422	-1.39

Estimation Period:
Mar 6, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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