V-Lab: Dong-A ST Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-A ST Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.14% (-2.84%)

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
$ω$	1.7644	5.97
$α$	0.1559	3.96
$β$	0.6357	9.28
$γ_{1}$	0.7776	2.25
$γ_{2}$	-1.0977	-2.10
$γ_{3}$	0.3113	0.85
$γ_{4}$	0.1443	0.46
$γ_{5}$	-0.4663	-1.77
$γ_{6}$	0.9853	3.65
$γ_{7}$	-1.0135	-4.07

Estimation Period:
Apr 8, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts