V-Lab: Dong Won Fisheries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong Won Fisheries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.61% (-0.73%)

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
$ω$	2.0656	1.87
$α$	0.1675	7.58
$β$	0.8033	37.65
$γ_{1}$	-0.0996	-0.62
$γ_{2}$	0.1592	0.75
$γ_{3}$	-0.0253	-0.22
$γ_{4}$	-0.0744	-0.68
$γ_{5}$	-0.0030	-0.03
$γ_{6}$	0.1463	1.43
$γ_{7}$	-0.2080	-2.14
$γ_{8}$	0.1603	2.17

Estimation Period:
Nov 22, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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