V-Lab: IS Dongseo Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

IS Dongseo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:31.69% (+0.82%)

Analysis last updated: Sunday, May 19, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4548	5.35
$α$	0.1244	7.63
$β$	0.8312	36.46
$γ_{1}$	-0.0130	-4.58
$γ_{2}$	0.0197	4.27

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts