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

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V-Lab

Dongbang Agro Co Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:7.06% (-0.20%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2267	5.70
$α$	0.1972	9.32
$β$	0.7314	31.85
$γ_{1}$	-0.0079	-0.20
$γ_{2}$	0.0771	1.30
$γ_{3}$	-0.2102	-5.10
$γ_{4}$	0.2459	6.00
$γ_{5}$	-0.2261	-4.58
$γ_{6}$	0.3135	5.72
$γ_{7}$	-0.3600	-6.40
$γ_{8}$	0.3170	4.82
$γ_{9}$	-0.4294	-3.79

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts