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

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V-Lab

Daekyo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.28% (+1.17%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2665	5.46
$α$	0.1368	7.12
$β$	0.7660	25.76
$γ_{1}$	0.1222	1.07
$γ_{2}$	-0.1698	-1.02
$γ_{3}$	-0.0161	-0.15
$γ_{4}$	0.1880	1.64
$γ_{5}$	-0.3300	-2.54
$γ_{6}$	0.5302	4.09
$γ_{7}$	-0.5747	-3.55
$γ_{8}$	0.4818	1.91

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts