V-Lab
V-Lab

Dongwon Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:32.77% (-0.72%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongwon Industries Co Ltd S0GARCH
paramt-stat
ω0.75427.61
α0.10057.60
β0.813338.04
γ1-0.0327-0.98
γ20.09621.97
γ3-0.1553-3.98
γ40.14413.44
γ5-0.1121-2.89
γ60.11243.40
γ7-0.0675-1.82
γ80.04900.86
γ9-0.0600-1.06
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts