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

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V-Lab

Dongnam Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:14.92% (+0.74%)

Analysis last updated: Saturday, May 4, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9973	5.09
$α$	0.2737	7.25
$β$	0.6574	19.05
$γ_{1}$	0.0138	0.10
$γ_{2}$	-0.1360	-0.59
$γ_{3}$	0.3404	2.41
$γ_{4}$	-0.3983	-3.90
$γ_{5}$	0.2666	1.72
$γ_{6}$	-0.0844	-0.37
$γ_{7}$	-0.0683	-0.29
$γ_{8}$	0.1256	0.71
$γ_{9}$	-0.1316	-0.69
$γ_{10}$	0.1396	1.03

Estimation Period:
Dec 25, 1996 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts