V-Lab: Daehan Synthetic Fiber Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daehan Synthetic Fiber Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.23% (-3.68%)

Analysis last updated: Wednesday, May 1, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8483	5.58
$α$	0.2021	8.84
$β$	0.6994	24.05
$γ_{1}$	0.0097	0.22
$γ_{2}$	0.0346	0.53
$γ_{3}$	-0.1640	-3.57
$γ_{4}$	0.2276	5.30
$γ_{5}$	-0.1985	-4.06
$γ_{6}$	0.1402	2.47
$γ_{7}$	-0.0688	-1.26
$γ_{8}$	0.0896	1.73
$γ_{9}$	-0.2826	-3.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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