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

V-Lab

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V-Lab

Doosan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:56.73% (-2.68%)

Analysis last updated: Thursday, May 16, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6414	3.89
$α$	0.0911	7.51
$β$	0.8443	37.10
$γ_{1}$	0.0196	0.28
$γ_{2}$	0.0077	0.08
$γ_{3}$	-0.1006	-1.98
$γ_{4}$	0.0758	1.41
$γ_{5}$	0.0802	1.47
$γ_{6}$	-0.2329	-4.40
$γ_{7}$	0.2781	5.37
$γ_{8}$	-0.1672	-2.98
$γ_{9}$	0.0778	1.29
$γ_{10}$	-0.0858	-0.86

Estimation Period:
Jan 3, 1990 to May 14, 2024

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Volatility Forecasts

Volatility Forecasts