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

V-Lab

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V-Lab

Daehan Synthetic Fiber Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:8.82% (-0.57%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8470	5.66
$α$	0.2053	8.91
$β$	0.6927	23.77
$γ_{1}$	0.0100	0.23
$γ_{2}$	0.0338	0.52
$γ_{3}$	-0.1627	-3.60
$γ_{4}$	0.2264	5.33
$γ_{5}$	-0.1984	-4.10
$γ_{6}$	0.1415	2.51
$γ_{7}$	-0.0701	-1.28
$γ_{8}$	0.0902	1.74
$γ_{9}$	-0.2895	-3.60

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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