V-Lab: Dongwon Industries Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Dongwon Industries Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.64% (-0.60%)

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
$m$	126
$α$	0.0715	23.40
$β$	0.9249	308.73
$γ$	-0.0105	-2.53
$λ_{1}$	1.7990	0.20
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8095	0.85

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

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