V-Lab: DI Dongil Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

DI Dongil Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:40.66% (-1.25%)

Analysis last updated: Friday, May 3, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3066	2.72
$α$	0.1385	7.22
$β$	0.8493	42.88
$γ_{1}$	0.0256	0.93
$γ_{2}$	-0.0757	-1.74
$γ_{3}$	0.0802	2.43
$γ_{4}$	-0.0717	-2.83
$γ_{5}$	0.1374	6.24
$γ_{6}$	-0.1531	-8.91

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

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Volatility Forecasts

Volatility Forecasts