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

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V-Lab

Dae Won Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.21% (+0.97%)

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
$ω$	2.3951	4.72
$α$	0.1981	8.73
$β$	0.7245	25.74
$γ_{1}$	0.1195	1.36
$γ_{2}$	-0.1330	-1.05
$γ_{3}$	0.0992	1.11
$γ_{4}$	-0.2436	-2.34
$γ_{5}$	0.3187	2.89
$γ_{6}$	-0.3243	-3.09
$γ_{7}$	0.3441	3.91
$γ_{8}$	-0.3051	-4.04
$γ_{9}$	0.1637	2.59

Estimation Period:
Oct 28, 1997 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts