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V-Lab

Dongwon F&B Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 10, 2025 at 11:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongwon F&B Co Ltd SGARCH
paramt-stat
ω1.53275.27
α0.08236.80
β0.858843.25
γ1-0.0131-0.18
γ20.06530.58
γ3-0.1059-1.18
γ40.15271.98
γ5-0.1885-2.76
γ60.07331.04
γ70.13421.10
γ8-0.3126-0.95
Estimation Period:
Nov 23, 2000 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts