V-Lab: Dae Han Flour Mills Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Dae Han Flour Mills Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.49% (-1.32%)

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
$m$	21
$α$	0.2351	35.62
$β$	0.5327	42.57
$γ$	-0.0741	-8.02
$λ_{1}$	0.0292	2.29
$λ_{2}$	0.0403	4.60
$λ_{3}$	0.9555	103.26

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

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