V-Lab: Dong-Ah Geological Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-Ah Geological Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:31.64% (-5.62%)

Analysis last updated: Thursday, April 18, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3723	4.72
$α$	0.2046	4.80
$β$	0.4129	5.30
$γ_{1}$	1.4930	4.83
$γ_{2}$	-2.1370	-4.60
$γ_{3}$	0.8590	2.42
$γ_{4}$	-0.1475	-0.38
$γ_{5}$	0.1582	0.36
$γ_{6}$	-0.2066	-0.57
$γ_{7}$	-0.6109	-2.49
$γ_{8}$	0.9294	3.52
$γ_{9}$	-0.3914	-1.35
$γ_{10}$	0.1079	0.47

Estimation Period:
Jun 12, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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