V-Lab
V-Lab

Dongwon Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:44.21% (-0.45%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongwon Industries Co Ltd SGARCH
paramt-stat
ω0.72187.09
α0.10859.15
β0.802237.20
γ1-0.0539-1.57
γ20.13082.61
γ3-0.1793-4.54
γ40.16253.81
γ5-0.1225-3.12
γ60.10913.36
γ7-0.0382-1.17
γ8-0.0348-0.79
γ90.14881.32
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts