V-Lab: Dong-A ST Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-A ST Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.50% (-0.68%)

Analysis last updated: Wednesday, May 1, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7673	5.98
$α$	0.1574	3.91
$β$	0.6338	9.11
$γ_{1}$	0.7730	2.25
$γ_{2}$	-1.0932	-2.11
$γ_{3}$	0.3145	0.87
$γ_{4}$	0.1339	0.43
$γ_{5}$	-0.4447	-1.72
$γ_{6}$	0.9522	3.62
$γ_{7}$	-0.9857	-4.08

Estimation Period:
Apr 8, 2013 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts