V-Lab: Dongil Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongil Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.18% (-0.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3903	3.01
$α$	0.1403	4.71
$β$	0.8215	23.84
$γ_{1}$	0.0967	0.63
$γ_{2}$	-0.2501	-1.19
$γ_{3}$	0.2563	1.69
$γ_{4}$	-0.0635	-0.38
$γ_{5}$	-0.2183	-1.29
$γ_{6}$	0.4667	2.81
$γ_{7}$	-0.4388	-3.07

Estimation Period:
Jun 30, 2005 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts