V-Lab: Dongwon F&B Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongwon F&B Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.09% (-1.34%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4795	7.79
$α$	0.0818	6.90
$β$	0.8761	55.62
$γ_{1}$	0.0076	1.73
$γ_{2}$	-0.0084	-1.41

Estimation Period:
Nov 23, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts