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

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V-Lab

Daekyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.77% (-2.58%)

Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2566	5.41
$α$	0.1354	7.10
$β$	0.7685	26.56
$γ_{1}$	0.1188	1.04
$γ_{2}$	-0.1675	-1.01
$γ_{3}$	-0.0094	-0.09
$γ_{4}$	0.1715	1.49
$γ_{5}$	-0.3000	-2.31
$γ_{6}$	0.4748	3.81
$γ_{7}$	-0.4576	-3.29
$γ_{8}$	0.1888	1.58

Estimation Period:
Feb 3, 2004 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts