V-Lab: Daesang Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daesang Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.37% (-1.46%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4516	4.24
$α$	0.1349	6.70
$β$	0.7928	28.20
$γ_{1}$	0.8934	3.60
$γ_{2}$	-1.3951	-3.73
$γ_{3}$	0.9229	3.68
$γ_{4}$	-0.5546	-1.94
$γ_{5}$	0.2388	0.79
$γ_{6}$	-0.4950	-2.11
$γ_{7}$	0.7958	3.61
$γ_{8}$	-0.6249	-2.49
$γ_{9}$	0.4851	1.31
$γ_{10}$	-0.4484	-1.13

Estimation Period:
Aug 17, 2005 to Apr 30, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts