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

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V-Lab

Daekyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:26.38% (+0.09%)

Analysis last updated: Saturday, April 13, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2574	5.40
$α$	0.1353	7.11
$β$	0.7692	26.65
$γ_{1}$	0.1190	1.03
$γ_{2}$	-0.1674	-1.00
$γ_{3}$	-0.0109	-0.10
$γ_{4}$	0.1741	1.51
$γ_{5}$	-0.3035	-2.33
$γ_{6}$	0.4783	3.81
$γ_{7}$	-0.4599	-3.26
$γ_{8}$	0.1901	1.56

Estimation Period:
Feb 3, 2004 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts