V-Lab: Daesung Holdings Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Daesung Holdings Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:21.02% (+0.11%)

Analysis last updated: Tuesday, May 14, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2900	15.44
$α$	0.2016	20.26
$β$	0.7743	116.06
$γ$	0.0077	0.42

Estimation Period:
Dec 22, 1999 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts