V-Lab: Dae-Il Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dae-Il Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:52.02% (-0.59%)

Analysis last updated: Wednesday, April 17, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2688	4.60
$α$	0.0923	4.22
$β$	0.8365	24.55
$γ_{1}$	-0.0895	-0.92
$γ_{2}$	0.2336	1.59
$γ_{3}$	-0.3033	-2.82
$γ_{4}$	0.3756	3.80
$γ_{5}$	-0.3506	-3.21
$γ_{6}$	0.1476	1.64

Estimation Period:
Oct 18, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts