V-Lab: Dong-A Socio Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-A Socio Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.02% (-0.63%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6510	6.87
$α$	0.0883	6.06
$β$	0.8308	37.13
$γ_{1}$	-0.0638	-1.70
$γ_{2}$	0.1475	2.70
$γ_{3}$	-0.2276	-5.75
$γ_{4}$	0.2533	6.44
$γ_{5}$	-0.1561	-3.87
$γ_{6}$	0.0878	2.39
$γ_{7}$	-0.1038	-2.90
$γ_{8}$	0.0987	1.95
$γ_{9}$	-0.0356	-1.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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