V-Lab: Dongsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Dongsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.06% (+1.65%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8944	6.04
$α$	0.1700	10.75
$β$	0.7668	37.05
$γ_{1}$	-0.0175	-0.31
$γ_{2}$	0.1114	1.28
$γ_{3}$	-0.2192	-3.26
$γ_{4}$	0.1724	2.16
$γ_{5}$	-0.0644	-0.70
$γ_{6}$	0.1056	1.21
$γ_{7}$	-0.2629	-3.68
$γ_{8}$	0.4224	5.77
$γ_{9}$	-0.5631	-6.27
$γ_{10}$	0.5330	4.41

Estimation Period:
Jan 19, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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