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

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V-Lab

Daesung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.63% (+2.97%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0285	2.62
$α$	0.2950	5.06
$β$	0.5967	11.95
$γ_{1}$	0.2282	0.35
$γ_{2}$	-0.4574	-0.47
$γ_{3}$	0.3770	0.61
$γ_{4}$	0.0376	0.08
$γ_{5}$	-0.7464	-1.57
$γ_{6}$	1.0334	1.87
$γ_{7}$	-0.5655	-0.89
$γ_{8}$	-0.2328	-0.35
$γ_{9}$	0.5928	1.42

Estimation Period:
Jul 30, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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