V-Lab
Dongsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:13.76% (-0.77%)
Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9047 | 6.04 | |
| 0.1709 | 10.72 | |
| 0.7668 | 37.29 | |
| -0.0030 | -0.05 | |
| 0.0803 | 0.91 | |
| -0.1850 | -2.71 | |
| 0.1399 | 1.74 | |
| -0.0372 | -0.40 | |
| 0.0819 | 0.93 | |
| -0.2389 | -3.33 | |
| 0.3945 | 5.40 | |
| -0.5248 | -6.20 | |
| 0.4499 | 7.11 |
Estimation Period:
Jan 19, 1990 to Apr 30, 2024
Jan 19, 1990 to Apr 30, 2024
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