V-Lab: Daedong Corp Spline-GARCH Volatility Analysis

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V-Lab

Daedong Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:41.33% (-1.20%)

Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6765	6.34
$α$	0.1564	7.61
$β$	0.7276	23.57
$γ_{1}$	-0.0219	-0.58
$γ_{2}$	0.0741	1.41
$γ_{3}$	-0.2097	-5.92
$γ_{4}$	0.3188	7.91
$γ_{5}$	-0.2296	-4.96
$γ_{6}$	0.0368	0.75
$γ_{7}$	0.1094	2.20
$γ_{8}$	-0.0999	-1.37
$γ_{9}$	-0.0101	-0.08

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

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Volatility Forecasts

Volatility Forecasts