V-Lab: Doosan Enerbility Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Doosan Enerbility Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.36% (-1.71%)

Analysis last updated: Saturday, May 4, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2140	4.43
$α$	0.1079	5.62
$β$	0.7459	16.42
$γ_{1}$	-0.0167	-0.13
$γ_{2}$	0.0592	0.33
$γ_{3}$	-0.0285	-0.29
$γ_{4}$	-0.1366	-1.43
$γ_{5}$	0.2042	1.95
$γ_{6}$	0.0163	0.17
$γ_{7}$	-0.2595	-2.99
$γ_{8}$	0.3789	3.98
$γ_{9}$	-0.4807	-4.29
$γ_{10}$	0.3847	4.29

Estimation Period:
Oct 25, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts