V-Lab: Daechang Forging Co Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Daechang Forging Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:42.28% (-0.02%)

Analysis last updated: Saturday, May 4, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0749	9.92
$α$	0.0650	16.31
$β$	0.9402	550.49
$γ$	-0.0254	-3.22

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts