V-Lab: Daewon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daewon Cable Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:145.89% (-13.39%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6694	4.35
$α$	0.1307	6.63
$β$	0.8361	36.96
$γ_{1}$	0.0112	0.20
$γ_{2}$	0.0234	0.29
$γ_{3}$	-0.1617	-2.49
$γ_{4}$	0.2221	3.02
$γ_{5}$	-0.1314	-2.03
$γ_{6}$	0.0333	0.53
$γ_{7}$	0.0635	0.92
$γ_{8}$	-0.1510	-2.37
$γ_{9}$	0.1362	2.88

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts