V-Lab: Doosan Enerbility Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Doosan Enerbility Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.58% (-2.67%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2021	4.32
$α$	0.1081	5.66
$β$	0.7476	16.63
$γ_{1}$	-0.0240	-0.18
$γ_{2}$	0.0687	0.37
$γ_{3}$	-0.0307	-0.31
$γ_{4}$	-0.1360	-1.40
$γ_{5}$	0.1989	1.88
$γ_{6}$	0.0292	0.31
$γ_{7}$	-0.2753	-3.13
$γ_{8}$	0.3921	4.03
$γ_{9}$	-0.4884	-4.26
$γ_{10}$	0.3867	4.26

Estimation Period:
Oct 25, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts