V-Lab: Dae Young Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dae Young Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.39% (-2.93%)

Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3093	2.61
$α$	0.1983	8.29
$β$	0.7572	34.37
$γ_{1}$	-0.1405	-2.54
$γ_{2}$	0.1925	2.59
$γ_{3}$	-0.1278	-3.09
$γ_{4}$	0.0803	2.02
$γ_{5}$	0.0328	0.70
$γ_{6}$	-0.0566	-0.98
$γ_{7}$	0.0449	0.88
$γ_{8}$	-0.0413	-1.36

Estimation Period:
Mar 6, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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