V-Lab: Dongwon Systems Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongwon Systems Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:55.87% (+17.71%)

Analysis last updated: Friday, April 19, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8256	9.58
$α$	0.1480	8.83
$β$	0.7765	31.23
$γ_{1}$	-0.0231	-4.69
$γ_{2}$	0.0319	4.25
$γ_{3}$	-0.0096	-2.38

Estimation Period:
Mar 29, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts