V-Lab: Dongwon Systems Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongwon Systems Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.37% (-3.64%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8261	9.59
$α$	0.1472	8.83
$β$	0.7777	31.43
$γ_{1}$	-0.0230	-4.69
$γ_{2}$	0.0319	4.26
$γ_{3}$	-0.0097	-2.41

Estimation Period:
Mar 29, 1994 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts