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

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V-Lab

Dongil Industries Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:10.35% (-0.17%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0666	4.45
$α$	0.1391	4.19
$β$	0.8071	18.72
$γ_{1}$	0.9726	3.91
$γ_{2}$	-1.5996	-4.30
$γ_{3}$	0.8576	3.39
$γ_{4}$	-0.2983	-1.37
$γ_{5}$	0.2219	0.90
$γ_{6}$	-0.2061	-0.54
$γ_{7}$	-0.1162	-0.24
$γ_{8}$	0.2715	0.56
$γ_{9}$	0.3535	0.58
$γ_{10}$	-1.5711	-1.93

Estimation Period:
Jun 30, 2005 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts