V-Lab: Dongbang Agro Co Spline-GARCH Volatility Analysis

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V-Lab

Dongbang Agro Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:8.31% (-0.90%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1975	5.58
$α$	0.1977	9.31
$β$	0.7307	31.76
$γ_{1}$	-0.0158	-0.39
$γ_{2}$	0.0883	1.48
$γ_{3}$	-0.2155	-5.23
$γ_{4}$	0.2492	6.07
$γ_{5}$	-0.2288	-4.62
$γ_{6}$	0.3157	5.75
$γ_{7}$	-0.3601	-6.38
$γ_{8}$	0.3140	4.76
$γ_{9}$	-0.4168	-3.70

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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