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 Monday, April 22nd, 2024:49.90% (-2.97%)

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
$ω$	0.8075	6.89
$α$	0.1417	8.37
$β$	0.6998	21.16
$γ_{1}$	0.0301	0.56
$γ_{2}$	0.0418	0.55
$γ_{3}$	-0.2182	-4.92
$γ_{4}$	0.2023	4.38
$γ_{5}$	-0.0236	-0.52
$γ_{6}$	-0.1219	-2.66
$γ_{7}$	0.1491	3.27
$γ_{8}$	-0.0453	-1.14
$γ_{9}$	0.0325	0.91
$γ_{10}$	-0.1014	-3.00

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

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Volatility Forecasts

Volatility Forecasts