V-Lab: Dong Won Fisheries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Dong Won Fisheries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.65% (+1.92%)

Analysis last updated: Saturday, May 4, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0755	1.87
$α$	0.1666	7.55
$β$	0.8047	37.77
$γ_{1}$	-0.0995	-0.62
$γ_{2}$	0.1598	0.76
$γ_{3}$	-0.0269	-0.24
$γ_{4}$	-0.0738	-0.68
$γ_{5}$	-0.0019	-0.02
$γ_{6}$	0.1459	1.44
$γ_{7}$	-0.2120	-2.21
$γ_{8}$	0.1669	2.27

Estimation Period:
Nov 22, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Dong Won Fisheries Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH