V-Lab: Dae Won Kang Up Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Dae Won Kang Up Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:42.96% (-3.18%)

Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1398	20.65
$β$	0.6062	37.85
$γ$	0.0174	2.02
$λ_{1}$	0.0384	1.36
$λ_{2}$	0.0330	3.87
$λ_{3}$	0.9627	93.30

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts