V-Lab: Dohwa Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dohwa Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:15.82% (-0.61%)

Analysis last updated: Friday, May 3, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0514	2.73
$α$	0.1519	4.01
$β$	0.7934	18.65
$γ_{1}$	1.2251	1.49
$γ_{2}$	-2.0430	-1.50
$γ_{3}$	1.3893	1.30
$γ_{4}$	-1.5244	-1.45
$γ_{5}$	2.5282	2.80
$γ_{6}$	-3.2934	-5.10
$γ_{7}$	2.7744	4.50
$γ_{8}$	-1.5429	-3.02
$γ_{9}$	0.7044	2.50

Estimation Period:
Aug 12, 2010 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts