V-Lab: Dongkuk Holdings Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Dongkuk Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:48.28% (+1.10%)

Analysis last updated: Thursday, May 9, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4964	9.75
$α$	0.0731	8.35
$β$	0.8771	51.26
$γ_{1}$	-0.0088	-5.13
$γ_{2}$	0.0154	3.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts