V-Lab: Daedong Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daedong Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.92% (-1.12%)

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
$ω$	0.7212	6.91
$α$	0.1539	7.69
$β$	0.7310	23.84
$γ_{1}$	-0.0036	-0.10
$γ_{2}$	0.0469	0.92
$γ_{3}$	-0.1932	-5.45
$γ_{4}$	0.3053	7.53
$γ_{5}$	-0.2188	-4.69
$γ_{6}$	0.0281	0.57
$γ_{7}$	0.1172	2.55
$γ_{8}$	-0.1107	-2.00
$γ_{9}$	0.0172	0.34

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

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