V-Lab
V-Lab

Doosan Enerbility Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:33.68% (-1.88%)

Analysis last updated: Wednesday, March 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Doosan Enerbility Co Ltd S0GARCH
paramt-stat
ω1.21064.35
α0.11035.74
β0.743716.51
γ1-0.0191-0.14
γ20.06040.33
γ3-0.0222-0.22
γ4-0.1465-1.49
γ50.20701.93
γ60.02630.28
γ7-0.2753-3.10
γ80.39353.94
γ9-0.4898-4.14
γ100.38684.18
Estimation Period:
Oct 25, 2000 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts