V-Lab: Dongwon Metal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongwon Metal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.50% (-3.02%)

Analysis last updated: Thursday, April 18, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0131	5.72
$α$	0.1965	9.88
$β$	0.7357	31.53
$γ_{1}$	-0.0907	-2.07
$γ_{2}$	0.0768	1.13
$γ_{3}$	0.0849	1.64
$γ_{4}$	-0.1871	-3.50
$γ_{5}$	0.2388	3.51
$γ_{6}$	-0.1862	-1.90
$γ_{7}$	0.0805	0.95

Estimation Period:
Nov 10, 1995 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts