V-Lab: Daewon Cable Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daewon Cable Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:157.26% (-14.07%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6550	4.44
$α$	0.1305	6.71
$β$	0.8342	37.27
$γ_{1}$	0.0009	0.02
$γ_{2}$	0.0434	0.54
$γ_{3}$	-0.1811	-2.87
$γ_{4}$	0.2413	3.34
$γ_{5}$	-0.1494	-2.33
$γ_{6}$	0.0512	0.81
$γ_{7}$	0.0397	0.56
$γ_{8}$	-0.1031	-1.16
$γ_{9}$	0.0085	0.05

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts