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

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V-Lab

Dae Won Kang Up Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:63.06% (-1.43%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8598	7.24
$α$	0.1195	7.08
$β$	0.7633	24.11
$γ_{1}$	-0.0744	-1.90
$γ_{2}$	0.2053	3.38
$γ_{3}$	-0.2733	-5.71
$γ_{4}$	0.1556	3.34
$γ_{5}$	0.0533	1.18
$γ_{6}$	-0.1055	-1.92
$γ_{7}$	-0.0033	-0.06
$γ_{8}$	0.1394	2.14
$γ_{9}$	-0.1741	-2.35
$γ_{10}$	0.2575	2.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts