V-Lab: Dong-A Socio Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-A Socio Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.09% (-0.44%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6523	6.98
$α$	0.0891	6.15
$β$	0.8275	37.00
$γ_{1}$	-0.0631	-1.70
$γ_{2}$	0.1469	2.72
$γ_{3}$	-0.2280	-5.82
$γ_{4}$	0.2540	6.53
$γ_{5}$	-0.1572	-3.96
$γ_{6}$	0.0894	2.48
$γ_{7}$	-0.1056	-2.91
$γ_{8}$	0.1004	1.97
$γ_{9}$	-0.0370	-1.10

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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