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V-Lab

Dongsung Finetec Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

58.49%

decreased by 2.36%

1 Week

57.78%

decreased by 3.07%

1 Month

55.35%

decreased by 5.50%

Analysis last updated: Sunday, August 9, 2026 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongsung Finetec Co Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 12, 2002 to Aug 7, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 25 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3716
10.34***
α

ARCH

Response to squared shocks

0.0657
8.03***
β

GARCH

Volatility persistence

0.9069
74.22***
γi Spline Coefficients
K=1
γ10.0013
3.98***

Persistence:

0.973

Half-life:

25 days