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

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V-Lab

Dae Han Flour Mills Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:13.95% (-0.99%)

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
$ω$	0.7301	3.69
$α$	0.1535	9.66
$β$	0.7385	30.81
$γ_{1}$	0.0343	0.55
$γ_{2}$	-0.0435	-0.51
$γ_{3}$	-0.0860	-2.00
$γ_{4}$	0.2282	5.51
$γ_{5}$	-0.2488	-6.29
$γ_{6}$	0.1797	4.61
$γ_{7}$	-0.1074	-2.32
$γ_{8}$	0.1298	2.72
$γ_{9}$	-0.2598	-3.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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