V-Lab: Dong-Ah Geological Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-Ah Geological Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.16% (-0.36%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3462	4.64
$α$	0.2061	4.84
$β$	0.4115	5.32
$γ_{1}$	1.4599	4.71
$γ_{2}$	-2.0987	-4.51
$γ_{3}$	0.8596	2.44
$γ_{4}$	-0.1577	-0.41
$γ_{5}$	0.1719	0.39
$γ_{6}$	-0.2469	-0.68
$γ_{7}$	-0.5604	-2.27
$γ_{8}$	0.9251	3.63
$γ_{9}$	-0.4319	-1.51
$γ_{10}$	0.1456	0.63

Estimation Period:
Jun 12, 2009 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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