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

V-Lab

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V-Lab

Daechang Forging Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.59% (-2.40%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7694	6.28
$α$	0.1335	8.73
$β$	0.7345	26.10
$γ_{1}$	-0.0004	-0.01
$γ_{2}$	0.0904	1.14
$γ_{3}$	-0.2482	-5.36
$γ_{4}$	0.2206	4.52
$γ_{5}$	-0.0309	-0.64
$γ_{6}$	-0.1292	-2.68
$γ_{7}$	0.1783	3.66
$γ_{8}$	-0.1108	-2.35
$γ_{9}$	0.1707	2.21
$γ_{10}$	-0.4555	-2.59

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

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