V-Lab
Dongsung Finetec Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
49.85%
decreased by 1.06%
1 Week
49.52%
decreased by 1.39%
1 Month
48.39%
decreased by 2.52%
Analysis last updated: Tuesday, August 25, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 12, 2002 to Aug 21, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3706 | 10.39*** |
α ARCH Response to squared shocks | 0.0659 | 8.04*** |
β GARCH Volatility persistence | 0.9065 | 74.17*** |
Spline Coefficients
K=1
| γ1 | 0.0013 | 4.00*** |
Persistence:
0.972
Half-life:
25 days
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