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

V-Lab

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V-Lab

Daeduck Electronics Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:8.57% (-0.14%)

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
$ω$	0.6824	7.37
$α$	0.0639	7.59
$β$	0.8831	47.17
$γ_{1}$	-0.1028	-2.25
$γ_{2}$	0.1943	2.75
$γ_{3}$	-0.1505	-2.73
$γ_{4}$	-0.0207	-0.41
$γ_{5}$	0.2061	4.61
$γ_{6}$	-0.1747	-3.48
$γ_{7}$	-0.0213	-0.39
$γ_{8}$	0.2129	3.81
$γ_{9}$	-0.2398	-3.53
$γ_{10}$	-0.0353	-0.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts