V-Lab: Duksung Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Duksung Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:130.02% (-3.24%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9381	4.47
$α$	0.1260	8.96
$β$	0.8584	61.10
$γ_{1}$	0.0329	0.56
$γ_{2}$	-0.0684	-0.61
$γ_{3}$	0.0545	0.49
$γ_{4}$	-0.0783	-0.86
$γ_{5}$	0.1458	1.84
$γ_{6}$	-0.1973	-2.51
$γ_{7}$	0.2364	3.34
$γ_{8}$	-0.2982	-3.14
$γ_{9}$	0.6158	2.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts