V-Lab: Daelim Trading Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Daelim Trading Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:36.13% (+6.84%)

Analysis last updated: Tuesday, May 14, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.2362	13.65
$β$	0.5307	28.11
$γ$	-0.0333	-1.57
$λ_{1}$	0.7691	1.47
$λ_{2}$	0.9598	11.54
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts