V-Lab
Dong-A Socio Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.51% (-0.49%)
Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6143 | 6.73 | |
| 0.0922 | 6.51 | |
| 0.8143 | 36.37 | |
| -0.0866 | -2.35 | |
| 0.1840 | 3.46 | |
| -0.2531 | -6.75 | |
| 0.2756 | 7.38 | |
| -0.1766 | -4.61 | |
| 0.1071 | 3.09 | |
| -0.1238 | -3.44 | |
| 0.1300 | 2.33 | |
| -0.1127 | -1.50 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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