V-Lab: Dongil Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongil Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:24.23% (-0.27%)

Analysis last updated: Friday, May 3, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3895	3.01
$α$	0.1403	4.71
$β$	0.8216	23.87
$γ_{1}$	0.0957	0.63
$γ_{2}$	-0.2485	-1.18
$γ_{3}$	0.2566	1.70
$γ_{4}$	-0.0667	-0.39
$γ_{5}$	-0.2129	-1.25
$γ_{6}$	0.4614	2.77
$γ_{7}$	-0.4371	-3.05

Estimation Period:
Jun 30, 2005 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts