V-Lab: Daesung Energy Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Daesung Energy Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:87.95% (-5.80%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4397	4.24
$α$	0.1650	4.41
$β$	0.7404	18.88
$γ_{1}$	1.1819	1.64
$γ_{2}$	-1.6255	-1.23
$γ_{3}$	1.3014	1.23
$γ_{4}$	-1.9414	-2.57
$γ_{5}$	1.6054	2.39
$γ_{6}$	-0.0821	-0.10
$γ_{7}$	-0.8670	-0.91
$γ_{8}$	1.5387	2.02
$γ_{9}$	-2.9737	-4.34
$γ_{10}$	3.9152	4.02

Estimation Period:
Dec 24, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts