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

V-Lab

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V-Lab

Daewon Cable Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:118.82% (-10.93%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6587	4.41
$α$	0.1295	6.72
$β$	0.8363	37.76
$γ_{1}$	0.0021	0.04
$γ_{2}$	0.0413	0.51
$γ_{3}$	-0.1794	-2.82
$γ_{4}$	0.2399	3.30
$γ_{5}$	-0.1490	-2.31
$γ_{6}$	0.0519	0.82
$γ_{7}$	0.0386	0.54
$γ_{8}$	-0.1027	-1.16
$γ_{9}$	0.0089	0.05

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts