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

V-Lab

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V-Lab

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

Volatility Prediction for Thursday, May 16th, 2024:23.95% (-0.40%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3996	4.71
$α$	0.2062	4.88
$β$	0.4176	5.42
$γ_{1}$	1.5042	4.90
$γ_{2}$	-2.1726	-4.70
$γ_{3}$	0.9156	2.61
$γ_{4}$	-0.2024	-0.53
$γ_{5}$	0.2056	0.47
$γ_{6}$	-0.2838	-0.77
$γ_{7}$	-0.5270	-2.10
$γ_{8}$	0.9200	3.63
$γ_{9}$	-0.4462	-1.57
$γ_{10}$	0.1229	0.33

Estimation Period:
Jun 12, 2009 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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