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

V-Lab

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V-Lab

Doosan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:65.63% (-0.11%)

Analysis last updated: Wednesday, May 1, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6381	3.80
$α$	0.0912	7.62
$β$	0.8451	38.16
$γ_{1}$	0.0204	0.29
$γ_{2}$	0.0032	0.03
$γ_{3}$	-0.0927	-1.79
$γ_{4}$	0.0700	1.29
$γ_{5}$	0.0793	1.44
$γ_{6}$	-0.2253	-4.20
$γ_{7}$	0.2662	5.06
$γ_{8}$	-0.1536	-2.70
$γ_{9}$	0.0631	1.10
$γ_{10}$	-0.0611	-1.49

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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