V-Lab: Daeduck Electronics Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daeduck Electronics Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.58% (+0.01%)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7240	7.58
$α$	0.0676	7.59
$β$	0.8798	43.83
$γ_{1}$	-0.0777	-1.66
$γ_{2}$	0.1574	2.16
$γ_{3}$	-0.1343	-2.35
$γ_{4}$	-0.0224	-0.43
$γ_{5}$	0.1944	4.19
$γ_{6}$	-0.1510	-2.86
$γ_{7}$	-0.0580	-0.96
$γ_{8}$	0.2743	3.72
$γ_{9}$	-0.3569	-4.61
$γ_{10}$	0.2497	5.78

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

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