V-Lab: Dae Young Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dae Young Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:35.99% (-1.61%)

Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3065	2.64
$α$	0.1980	8.27
$β$	0.7559	34.05
$γ_{1}$	-0.1391	-2.54
$γ_{2}$	0.1900	2.58
$γ_{3}$	-0.1262	-3.08
$γ_{4}$	0.0808	2.04
$γ_{5}$	0.0308	0.66
$γ_{6}$	-0.0542	-0.94
$γ_{7}$	0.0426	0.83
$γ_{8}$	-0.0398	-1.31

Estimation Period:
Mar 6, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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