V-Lab: Dae Won Kang Up Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dae Won Kang Up Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:41.28% (-1.07%)

Analysis last updated: Friday, May 3, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9033	6.94
$α$	0.1082	6.67
$β$	0.8020	27.76
$γ_{1}$	-0.0467	-1.10
$γ_{2}$	0.1582	2.38
$γ_{3}$	-0.2391	-4.61
$γ_{4}$	0.1318	2.65
$γ_{5}$	0.0680	1.41
$γ_{6}$	-0.1199	-2.02
$γ_{7}$	0.0235	0.37
$γ_{8}$	0.0838	1.22
$γ_{9}$	-0.0555	-0.73
$γ_{10}$	-0.0278	-0.42

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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