V-Lab: Dongbang Agro Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongbang Agro Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:11.56% (+0.26%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3177	4.63
$α$	0.1926	9.86
$β$	0.7609	39.73
$γ_{1}$	-0.0044	-0.10
$γ_{2}$	0.0654	0.97
$γ_{3}$	-0.1906	-4.03
$γ_{4}$	0.2223	4.77
$γ_{5}$	-0.2005	-3.61
$γ_{6}$	0.2816	4.68
$γ_{7}$	-0.3059	-5.07
$γ_{8}$	0.1814	3.16
$γ_{9}$	-0.0519	-1.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts