V-Lab: Daehan Synthetic Fiber Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Daehan Synthetic Fiber Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.33% (-3.10%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9305	5.48
$α$	0.1933	8.64
$β$	0.7298	26.60
$γ_{1}$	0.0283	0.60
$γ_{2}$	0.0069	0.10
$γ_{3}$	-0.1476	-2.96
$γ_{4}$	0.2110	4.59
$γ_{5}$	-0.1729	-3.32
$γ_{6}$	0.0978	1.62
$γ_{7}$	-0.0001	-0.00
$γ_{8}$	-0.0364	-0.64
$γ_{9}$	0.0171	0.47

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Daehan Synthetic Fiber Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH