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 Friday, April 19th, 2024:65.25% (-5.50%)

Analysis last updated: Saturday, April 20, 2024 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8356	3.54
$α$	0.1881	6.29
$β$	0.7186	20.62
$γ_{1}$	0.5069	2.16
$γ_{2}$	-0.5171	-1.51
$γ_{3}$	-0.0372	-0.15
$γ_{4}$	-0.1064	-0.49
$γ_{5}$	0.3683	1.62
$γ_{6}$	-0.4836	-1.94
$γ_{7}$	0.7709	2.90
$γ_{8}$	-1.0230	-3.14
$γ_{9}$	0.7750	2.51
$γ_{10}$	-0.3040	-1.24

Estimation Period:
Nov 11, 2002 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts