V-Lab: Daechang Forging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daechang Forging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:51.94% (-1.94%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8219	7.06
$α$	0.1422	8.37
$β$	0.6969	20.81
$γ_{1}$	0.0355	0.67
$γ_{2}$	0.0345	0.46
$γ_{3}$	-0.2157	-4.89
$γ_{4}$	0.2025	4.41
$γ_{5}$	-0.0258	-0.57
$γ_{6}$	-0.1195	-2.63
$γ_{7}$	0.1475	3.26
$γ_{8}$	-0.0438	-1.11
$γ_{9}$	0.0301	0.86
$γ_{10}$	-0.0998	-3.05

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

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Volatility Forecasts

Volatility Forecasts