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

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V-Lab

Daekyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.62% (+1.49%)

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
$ω$	1.2577	5.41
$α$	0.1356	7.11
$β$	0.7681	26.52
$γ_{1}$	0.1190	1.04
$γ_{2}$	-0.1678	-1.01
$γ_{3}$	-0.0095	-0.09
$γ_{4}$	0.1720	1.50
$γ_{5}$	-0.3010	-2.32
$γ_{6}$	0.4771	3.82
$γ_{7}$	-0.4623	-3.32
$γ_{8}$	0.1942	1.61

Estimation Period:
Feb 3, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts