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 Monday, April 22nd, 2024:27.61% (-0.98%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3512	4.67
$α$	0.2058	4.82
$β$	0.4098	5.28
$γ_{1}$	1.4714	4.75
$γ_{2}$	-2.1114	-4.55
$γ_{3}$	0.8574	2.43
$γ_{4}$	-0.1519	-0.39
$γ_{5}$	0.1647	0.37
$γ_{6}$	-0.2266	-0.63
$γ_{7}$	-0.5845	-2.38
$γ_{8}$	0.9222	3.56
$γ_{9}$	-0.4003	-1.39
$γ_{10}$	0.1149	0.50

Estimation Period:
Jun 12, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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