V-Lab
V-Lab

Daewoo Electronic Components Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.29% (+0.46%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daewoo Electronic Components Co Ltd S0GARCH
paramt-stat
ω0.53995.09
α0.19569.86
β0.670424.53
γ1-0.0560-1.20
γ20.15252.38
γ3-0.2158-5.60
γ40.18604.77
γ5-0.0967-2.57
γ6-0.0260-0.63
γ70.18573.32
γ8-0.2489-3.65
γ90.17063.10
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts