V-Lab
V-Lab

Dae Young Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:117.09% (-5.84%)

Analysis last updated: Thursday, March 28, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dae Young Packaging Co Ltd S0GARCH
paramt-stat
ω0.30822.63
α0.19778.23
β0.756933.93
γ1-0.1401-2.53
γ20.19122.57
γ3-0.1260-3.04
γ40.07821.96
γ50.03510.75
γ6-0.0593-1.04
γ70.04830.97
γ8-0.0441-1.48
Estimation Period:
Mar 6, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts