V-Lab: Daeduck Electronics Co Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daeduck Electronics Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:10.76% (+0.01%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6825	7.34
$α$	0.0633	7.41
$β$	0.8844	46.23
$γ_{1}$	-0.1029	-2.24
$γ_{2}$	0.1943	2.73
$γ_{3}$	-0.1498	-2.70
$γ_{4}$	-0.0220	-0.43
$γ_{5}$	0.2065	4.58
$γ_{6}$	-0.1728	-3.40
$γ_{7}$	-0.0248	-0.45
$γ_{8}$	0.2154	3.83
$γ_{9}$	-0.2398	-3.38
$γ_{10}$	-0.0278	-0.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts