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

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V-Lab

Dae Won Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:30.87% (+3.13%)

Analysis last updated: Friday, May 3, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4060	4.73
$α$	0.1980	8.70
$β$	0.7254	25.84
$γ_{1}$	0.1194	1.36
$γ_{2}$	-0.1324	-1.04
$γ_{3}$	0.0978	1.10
$γ_{4}$	-0.2422	-2.32
$γ_{5}$	0.3182	2.87
$γ_{6}$	-0.3252	-3.09
$γ_{7}$	0.3473	3.93
$γ_{8}$	-0.3125	-4.18
$γ_{9}$	0.1723	2.76

Estimation Period:
Oct 28, 1997 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

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Volatility Forecasts