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

V-Lab

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V-Lab

Dongsung Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 30th, 2021:25.62% (+6.75%)

Analysis last updated: Monday, March 29, 2021 at 09:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8295	6.09
$α$	0.1783	10.11
$β$	0.7423	31.29
$γ_{1}$	0.0144	0.38
$γ_{2}$	0.0082	0.15
$γ_{3}$	-0.1556	-3.45
$γ_{4}$	0.2883	4.85
$γ_{5}$	-0.1942	-2.78
$γ_{6}$	0.0012	0.02
$γ_{7}$	0.0240	0.44
$γ_{8}$	0.0022	0.02

Estimation Period:
Jan 3, 1990 to Mar 26, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts