V-Lab: Daeho AL Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daeho AL Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:59.39% (-5.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8295	3.52
$α$	0.1882	6.30
$β$	0.7186	20.64
$γ_{1}$	0.5045	2.14
$γ_{2}$	-0.5140	-1.50
$γ_{3}$	-0.0382	-0.16
$γ_{4}$	-0.1057	-0.49
$γ_{5}$	0.3679	1.62
$γ_{6}$	-0.4833	-1.93
$γ_{7}$	0.7708	2.90
$γ_{8}$	-1.0231	-3.14
$γ_{9}$	0.7751	2.52
$γ_{10}$	-0.3035	-1.25

Estimation Period:
Nov 11, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts