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

V-Lab

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V-Lab

Dae Young Packaging Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.54% (-3.54%)

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
$ω$	0.2749	2.85
$α$	0.2048	7.36
$β$	0.7295	27.01
$γ_{1}$	-0.1505	-2.90
$γ_{2}$	0.2056	2.98
$γ_{3}$	-0.1313	-3.58
$γ_{4}$	0.0780	2.21
$γ_{5}$	0.0483	1.17
$γ_{6}$	-0.1030	-2.07
$γ_{7}$	0.1600	3.04
$γ_{8}$	-0.3629	-3.63

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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