V-Lab: Daechang Forging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daechang Forging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:46.64% (-2.07%)

Analysis last updated: Tuesday, May 7, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8081	7.00
$α$	0.1423	8.36
$β$	0.6944	20.46
$γ_{1}$	0.0312	0.59
$γ_{2}$	0.0401	0.54
$γ_{3}$	-0.2177	-4.96
$γ_{4}$	0.2037	4.46
$γ_{5}$	-0.0266	-0.59
$γ_{6}$	-0.1186	-2.63
$γ_{7}$	0.1464	3.25
$γ_{8}$	-0.0426	-1.09
$γ_{9}$	0.0285	0.82
$γ_{10}$	-0.0980	-3.04

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts