V-Lab: Dongsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Dongsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:12.12% (-0.23%)

Analysis last updated: Saturday, May 11, 2024 at 03:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8517	5.57
$α$	0.1699	10.74
$β$	0.7668	37.02
$γ_{1}$	-0.0378	-0.65
$γ_{2}$	0.1394	1.57
$γ_{3}$	-0.2299	-3.41
$γ_{4}$	0.1768	2.22
$γ_{5}$	-0.0661	-0.72
$γ_{6}$	0.1060	1.22
$γ_{7}$	-0.2621	-3.67
$γ_{8}$	0.4197	5.74
$γ_{9}$	-0.5582	-6.20
$γ_{10}$	0.5194	4.32

Estimation Period:
Jan 19, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Dongsung Pharmaceutical Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH