V-Lab: Dongwon Metal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongwon Metal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.75% (-1.90%)

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
$ω$	1.0059	5.66
$α$	0.1959	9.87
$β$	0.7365	31.61
$γ_{1}$	-0.0922	-2.10
$γ_{2}$	0.0795	1.18
$γ_{3}$	0.0825	1.60
$γ_{4}$	-0.1847	-3.49
$γ_{5}$	0.2377	3.54
$γ_{6}$	-0.1870	-1.93
$γ_{7}$	0.0819	0.97

Estimation Period:
Nov 10, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts