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

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V-Lab

Dongil Industries Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.20% (+0.81%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0681	4.45
$α$	0.1387	4.19
$β$	0.8081	18.85
$γ_{1}$	0.9777	3.90
$γ_{2}$	-1.6065	-4.29
$γ_{3}$	0.8597	3.38
$γ_{4}$	-0.3005	-1.37
$γ_{5}$	0.2277	0.91
$γ_{6}$	-0.2129	-0.55
$γ_{7}$	-0.1086	-0.22
$γ_{8}$	0.2577	0.54
$γ_{9}$	0.3617	0.61
$γ_{10}$	-1.4827	-1.91

Estimation Period:
Jun 30, 2005 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts