V-Lab: Daesung Industrial Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Daesung Industrial Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:28.82% (-0.06%)

Analysis last updated: Friday, May 3, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3714	23.82
$β$	0.5642	40.52
$γ$	-0.1056	-3.67
$λ_{1}$	7.1572	0.35
$λ_{2}$	0.2853	0.33
$λ_{3}$	0.2723	0.13

Estimation Period:
Jul 30, 2010 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts