V-Lab
V-Lab

Daewoo Electronic Components Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.21% (+0.57%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daewoo Electronic Components Co Ltd SGARCH
paramt-stat
ω0.51424.67
α0.19609.87
β0.668724.39
γ1-0.0796-1.61
γ20.19062.85
γ3-0.2412-6.24
γ40.20485.24
γ5-0.1103-2.90
γ6-0.0151-0.36
γ70.17042.95
γ8-0.2137-2.86
γ90.07110.89
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts