V-Lab: Doosan Enerbility Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Doosan Enerbility Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.54% (-2.39%)

Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2095	4.34
$α$	0.1085	5.67
$β$	0.7475	16.68
$γ_{1}$	-0.0159	-0.12
$γ_{2}$	0.0557	0.31
$γ_{3}$	-0.0227	-0.23
$γ_{4}$	-0.1423	-1.48
$γ_{5}$	0.2093	1.98
$γ_{6}$	0.0119	0.13
$γ_{7}$	-0.2559	-2.93
$γ_{8}$	0.3754	3.92
$γ_{9}$	-0.4769	-4.22
$γ_{10}$	0.3825	4.22

Estimation Period:
Oct 25, 2000 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts