V-Lab: Dae Won Chemical Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Dae Won Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.02% (+1.45%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3499	5.22
$α$	0.2076	8.61
$β$	0.6850	23.16
$γ_{1}$	0.1325	1.64
$γ_{2}$	-0.1587	-1.36
$γ_{3}$	0.1272	1.54
$γ_{4}$	-0.2704	-2.87
$γ_{5}$	0.3313	3.34
$γ_{6}$	-0.3069	-3.23
$γ_{7}$	0.2756	3.42
$γ_{8}$	-0.1283	-1.37
$γ_{9}$	-0.3148	-1.92

Estimation Period:
Oct 28, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts