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 Tuesday, May 7th, 2024:24.71% (-1.16%)

Analysis last updated: Tuesday, May 7, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0109	5.73
$α$	0.1956	9.85
$β$	0.7364	31.55
$γ_{1}$	-0.0913	-2.09
$γ_{2}$	0.0783	1.16
$γ_{3}$	0.0827	1.61
$γ_{4}$	-0.1849	-3.50
$γ_{5}$	0.2379	3.55
$γ_{6}$	-0.1875	-1.94
$γ_{7}$	0.0825	0.98

Estimation Period:
Nov 10, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts