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

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V-Lab

Dongwon Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.09% (-0.58%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7515	7.60
$α$	0.1006	7.61
$β$	0.8124	37.88
$γ_{1}$	-0.0333	-1.00
$γ_{2}$	0.0970	1.98
$γ_{3}$	-0.1555	-3.99
$γ_{4}$	0.1442	3.45
$γ_{5}$	-0.1122	-2.90
$γ_{6}$	0.1124	3.40
$γ_{7}$	-0.0674	-1.82
$γ_{8}$	0.0488	0.86
$γ_{9}$	-0.0600	-1.05

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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