V-Lab: DI Dongil Corp Spline-GARCH Volatility Analysis

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V-Lab

DI Dongil Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.38% (-1.29%)

Analysis last updated: Thursday, May 9, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0090	2.59
$α$	0.1527	6.84
$β$	0.8250	35.59
$γ_{1}$	-0.0433	-0.94
$γ_{2}$	0.1104	1.42
$γ_{3}$	-0.2174	-2.94
$γ_{4}$	0.2799	4.40
$γ_{5}$	-0.2338	-4.16
$γ_{6}$	0.1941	2.55
$γ_{7}$	-0.1686	-1.59
$γ_{8}$	0.3003	2.65
$γ_{9}$	-0.5649	-4.67

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts