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

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V-Lab

Dae Won Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:16.69% (-1.14%)

Analysis last updated: Thursday, May 9, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3417	5.23
$α$	0.2065	8.61
$β$	0.6856	23.17
$γ_{1}$	0.1314	1.63
$γ_{2}$	-0.1572	-1.35
$γ_{3}$	0.1263	1.54
$γ_{4}$	-0.2695	-2.88
$γ_{5}$	0.3307	3.34
$γ_{6}$	-0.3069	-3.23
$γ_{7}$	0.2771	3.45
$γ_{8}$	-0.1319	-1.44
$γ_{9}$	-0.3175	-1.97

Estimation Period:
Oct 28, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts