V-Lab: Dong-Ah Geological Engineering Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dong-Ah Geological Engineering Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.02% (-0.34%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4023	4.73
$α$	0.2059	4.86
$β$	0.4152	5.38
$γ_{1}$	1.5160	4.94
$γ_{2}$	-2.1864	-4.74
$γ_{3}$	0.9147	2.60
$γ_{4}$	-0.1973	-0.51
$γ_{5}$	0.1976	0.45
$γ_{6}$	-0.2598	-0.71
$γ_{7}$	-0.5605	-2.26
$γ_{8}$	0.9392	3.65
$γ_{9}$	-0.4660	-1.62
$γ_{10}$	0.2337	0.56

Estimation Period:
Jun 12, 2009 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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