V-Lab: Daesung Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daesung Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:87.79% (+33.64%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4331	4.06
$α$	0.1655	4.39
$β$	0.7521	20.18
$γ_{1}$	1.1044	1.43
$γ_{2}$	-1.4996	-1.06
$γ_{3}$	1.2159	1.08
$γ_{4}$	-1.8632	-2.36
$γ_{5}$	1.5186	2.18
$γ_{6}$	-0.0278	-0.03
$γ_{7}$	-0.8043	-0.83
$γ_{8}$	1.2180	1.54
$γ_{9}$	-2.0545	-2.48
$γ_{10}$	1.5291	1.93

Estimation Period:
Dec 24, 2010 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts