V-Lab: Dongwon Systems Corp MF2-GARCH Volatility Analysis

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V-Lab

Dongwon Systems Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:41.76% (-1.85%)

Analysis last updated: Tuesday, May 7, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.1300	26.80
$β$	0.7392	95.46
$γ$	0.0250	3.09
$λ_{1}$	2.2544	0.86
$λ_{2}$	0.8255	0.88
$λ_{3}$	0.0000	0.00

Estimation Period:
Mar 29, 1994 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts