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

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V-Lab

Dongnam Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.98% (-2.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0248	5.16
$α$	0.2734	7.24
$β$	0.6576	19.07
$γ_{1}$	0.0199	0.14
$γ_{2}$	-0.1437	-0.62
$γ_{3}$	0.3427	2.44
$γ_{4}$	-0.3994	-3.92
$γ_{5}$	0.2673	1.73
$γ_{6}$	-0.0849	-0.37
$γ_{7}$	-0.0681	-0.29
$γ_{8}$	0.1253	0.71
$γ_{9}$	-0.1308	-0.69
$γ_{10}$	0.1391	1.02

Estimation Period:
Dec 25, 1996 to Apr 26, 2024

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