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

V-Lab

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V-Lab

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

Volatility Prediction for Tuesday, May 7th, 2024:19.24% (-0.52%)

Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6149	6.76
$α$	0.0927	6.53
$β$	0.8130	36.14
$γ_{1}$	-0.0859	-2.34
$γ_{2}$	0.1826	3.45
$γ_{3}$	-0.2517	-6.74
$γ_{4}$	0.2747	7.37
$γ_{5}$	-0.1762	-4.58
$γ_{6}$	0.1065	3.04
$γ_{7}$	-0.1235	-3.53
$γ_{8}$	0.1321	2.43
$γ_{9}$	-0.1240	-1.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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