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

V-Lab

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V-Lab

Daesang Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:87.13% (-0.76%)

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
$ω$	2.2669	4.51
$α$	0.1414	6.73
$β$	0.7681	24.54
$γ_{1}$	0.6590	3.38
$γ_{2}$	-1.0304	-3.39
$γ_{3}$	0.7001	3.37
$γ_{4}$	-0.3564	-2.00
$γ_{5}$	-0.1748	-0.82
$γ_{6}$	0.2439	1.22
$γ_{7}$	0.1621	1.01
$γ_{8}$	-0.5060	-2.83
$γ_{9}$	1.1977	4.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts