V-Lab: Daesung Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daesung Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.16% (+0.25%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8985	5.09
$α$	0.2798	7.66
$β$	0.6075	17.90
$γ_{1}$	0.2769	2.37
$γ_{2}$	-0.4625	-2.58
$γ_{3}$	0.3556	3.00
$γ_{4}$	-0.2515	-2.14
$γ_{5}$	0.0403	0.32
$γ_{6}$	0.0526	0.44
$γ_{7}$	-0.0176	-0.13
$γ_{8}$	0.1857	0.95
$γ_{9}$	-0.3136	-1.58

Estimation Period:
Dec 22, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts