V-Lab
V-Lab

Dongwon Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:46.47% (-0.53%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongwon Industries Co Ltd SGARCH
paramt-stat
ω0.72327.11
α0.10829.12
β0.802737.33
γ1-0.0531-1.56
γ20.12942.59
γ3-0.1783-4.51
γ40.16183.79
γ5-0.1221-3.11
γ60.10923.36
γ7-0.0388-1.20
γ8-0.0336-0.78
γ90.14661.33
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts