V-Lab: Dongsung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongsung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.63% (-0.46%)

Analysis last updated: Tuesday, April 30, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0191	5.71
$α$	0.2221	4.39
$β$	0.4956	5.90
$γ_{1}$	0.6337	1.98
$γ_{2}$	-0.4380	-0.88
$γ_{3}$	-0.5188	-1.50
$γ_{4}$	0.4903	1.46
$γ_{5}$	-0.3393	-1.17
$γ_{6}$	0.3498	1.46
$γ_{7}$	-0.0385	-0.15
$γ_{8}$	-0.5804	-2.01
$γ_{9}$	0.9824	2.64
$γ_{10}$	-0.7845	-1.98

Estimation Period:
Jun 23, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts