V-Lab: Dong Won Fisheries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong Won Fisheries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.38% (-0.77%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0652	1.86
$α$	0.1669	7.55
$β$	0.8041	37.70
$γ_{1}$	-0.1000	-0.62
$γ_{2}$	0.1601	0.76
$γ_{3}$	-0.0262	-0.23
$γ_{4}$	-0.0740	-0.68
$γ_{5}$	-0.0026	-0.02
$γ_{6}$	0.1463	1.44
$γ_{7}$	-0.2102	-2.17
$γ_{8}$	0.1638	2.21

Estimation Period:
Nov 22, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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