V-Lab: Dohwa Engineering Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Dohwa Engineering Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:11.88% (+0.57%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9631	3.01
$α$	0.1481	3.69
$β$	0.7736	15.19
$γ_{1}$	1.2071	1.63
$γ_{2}$	-2.0224	-1.66
$γ_{3}$	1.3779	1.42
$γ_{4}$	-1.4625	-1.50
$γ_{5}$	2.4014	2.86
$γ_{6}$	-3.1172	-5.30
$γ_{7}$	2.4700	4.50
$γ_{8}$	-0.7595	-1.53
$γ_{9}$	-1.4910	-2.89

Estimation Period:
Aug 12, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts