V-Lab: Daesung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daesung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.87% (+1.72%)

Analysis last updated: Saturday, May 4, 2024 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0210	2.60
$α$	0.2955	5.08
$β$	0.5966	11.93
$γ_{1}$	0.2134	0.34
$γ_{2}$	-0.4417	-0.46
$γ_{3}$	0.3878	0.64
$γ_{4}$	-0.0002	-0.00
$γ_{5}$	-0.6918	-1.51
$γ_{6}$	0.9916	1.86
$γ_{7}$	-0.5525	-0.91
$γ_{8}$	-0.2466	-0.38
$γ_{9}$	0.6286	1.50

Estimation Period:
Jul 30, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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