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

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V-Lab

Dongnam Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:13.80% (+1.47%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9839	5.19
$α$	0.2772	7.11
$β$	0.6479	18.18
$γ_{1}$	0.0245	0.17
$γ_{2}$	-0.1534	-0.68
$γ_{3}$	0.3518	2.59
$γ_{4}$	-0.4068	-4.05
$γ_{5}$	0.2775	1.81
$γ_{6}$	-0.1041	-0.46
$γ_{7}$	-0.0427	-0.18
$γ_{8}$	0.1021	0.58
$γ_{9}$	-0.1143	-0.60
$γ_{10}$	0.1304	0.97

Estimation Period:
Dec 25, 1996 to Apr 19, 2024

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