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

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V-Lab

Daesung Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.26% (+0.22%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7703	5.38
$α$	0.2795	7.65
$β$	0.5870	16.56
$γ_{1}$	0.2016	2.35
$γ_{2}$	-0.3419	-2.52
$γ_{3}$	0.2948	3.12
$γ_{4}$	-0.2841	-3.55
$γ_{5}$	0.1425	1.60
$γ_{6}$	-0.0028	-0.02
$γ_{7}$	0.0803	0.46
$γ_{8}$	-0.0488	-0.22

Estimation Period:
Dec 22, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts