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

V-Lab

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V-Lab

Doosan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:65.30% (+2.49%)

Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6343	3.83
$α$	0.0917	7.57
$β$	0.8426	37.30
$γ_{1}$	0.0172	0.24
$γ_{2}$	0.0083	0.09
$γ_{3}$	-0.0962	-1.89
$γ_{4}$	0.0728	1.35
$γ_{5}$	0.0772	1.42
$γ_{6}$	-0.2239	-4.23
$γ_{7}$	0.2651	5.12
$γ_{8}$	-0.1529	-2.72
$γ_{9}$	0.0630	1.11
$γ_{10}$	-0.0612	-1.51

Estimation Period:
Jan 3, 1990 to May 3, 2024

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