V-Lab: Daedong Corp MF2-GARCH Volatility Analysis

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V-Lab

Daedong Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:39.63% (-0.34%)

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
$m$	111
$α$	0.1604	18.88
$β$	0.7346	111.24
$γ$	-0.0160	-1.66
$λ_{1}$	1.9158	0.34
$λ_{2}$	0.7972	0.33
$λ_{3}$	0.0000	0.00

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts