V-Lab: Daesang Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daesang Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.11% (-0.26%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4538	4.24
$α$	0.1352	6.69
$β$	0.7926	28.15
$γ_{1}$	0.8940	3.60
$γ_{2}$	-1.3959	-3.73
$γ_{3}$	0.9232	3.68
$γ_{4}$	-0.5549	-1.94
$γ_{5}$	0.2392	0.79
$γ_{6}$	-0.4953	-2.11
$γ_{7}$	0.7962	3.60
$γ_{8}$	-0.6255	-2.47
$γ_{9}$	0.4871	1.29
$γ_{10}$	-0.4542	-1.11

Estimation Period:
Aug 17, 2005 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts