V-Lab: Daesung Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daesung Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.55% (-0.15%)

Analysis last updated: Thursday, May 9, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8958	5.10
$α$	0.2793	7.62
$β$	0.6074	17.86
$γ_{1}$	0.2761	2.38
$γ_{2}$	-0.4616	-2.59
$γ_{3}$	0.3561	3.01
$γ_{4}$	-0.2537	-2.17
$γ_{5}$	0.0433	0.35
$γ_{6}$	0.0504	0.43
$γ_{7}$	-0.0136	-0.10
$γ_{8}$	0.1765	0.93
$γ_{9}$	-0.3040	-1.59

Estimation Period:
Dec 22, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts