V-Lab: Daedong Corp Spline-GARCH Volatility Analysis

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V-Lab

Daedong Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.97% (-0.39%)

Analysis last updated: Thursday, May 16, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6789	6.32
$α$	0.1577	7.50
$β$	0.7270	23.38
$γ_{1}$	-0.0214	-0.57
$γ_{2}$	0.0728	1.38
$γ_{3}$	-0.2080	-5.86
$γ_{4}$	0.3179	7.88
$γ_{5}$	-0.2305	-4.99
$γ_{6}$	0.0392	0.80
$γ_{7}$	0.1067	2.16
$γ_{8}$	-0.0962	-1.34
$γ_{9}$	-0.0270	-0.22

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts