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

V-Lab

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V-Lab

Doosan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:64.65% (-0.10%)

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
$ω$	0.6424	3.89
$α$	0.0912	7.54
$β$	0.8444	37.16
$γ_{1}$	0.0197	0.28
$γ_{2}$	0.0078	0.08
$γ_{3}$	-0.1007	-1.97
$γ_{4}$	0.0749	1.39
$γ_{5}$	0.0819	1.49
$γ_{6}$	-0.2341	-4.39
$γ_{7}$	0.2777	5.33
$γ_{8}$	-0.1657	-2.94
$γ_{9}$	0.0765	1.26
$γ_{10}$	-0.0829	-0.81

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

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