V-Lab: Daewoo Electronic Components Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daewoo Electronic Components Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.96% (-3.47%)

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
$ω$	0.5153	4.69
$α$	0.1959	9.87
$β$	0.6694	24.48
$γ_{1}$	-0.0781	-1.60
$γ_{2}$	0.1879	2.82
$γ_{3}$	-0.2394	-6.23
$γ_{4}$	0.2049	5.26
$γ_{5}$	-0.1130	-2.99
$γ_{6}$	-0.0102	-0.24
$γ_{7}$	0.1663	2.87
$γ_{8}$	-0.2142	-2.82
$γ_{9}$	0.0757	0.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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