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

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V-Lab

DI Dongil Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.04% (+0.03%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0145	2.59
$α$	0.1525	6.85
$β$	0.8257	35.86
$γ_{1}$	-0.0445	-0.96
$γ_{2}$	0.1130	1.44
$γ_{3}$	-0.2207	-2.96
$γ_{4}$	0.2832	4.42
$γ_{5}$	-0.2378	-4.17
$γ_{6}$	0.2008	2.59
$γ_{7}$	-0.1799	-1.68
$γ_{8}$	0.3177	2.80
$γ_{9}$	-0.5994	-4.88

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

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