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

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V-Lab

Daesung Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:36.98% (+1.33%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7718	5.36
$α$	0.2786	7.64
$β$	0.5899	16.71
$γ_{1}$	0.2000	2.33
$γ_{2}$	-0.3393	-2.50
$γ_{3}$	0.2933	3.10
$γ_{4}$	-0.2841	-3.55
$γ_{5}$	0.1450	1.63
$γ_{6}$	-0.0086	-0.07
$γ_{7}$	0.0941	0.52
$γ_{8}$	-0.0869	-0.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts