V-Lab: Daeho AL Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Daeho AL Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:45.77% (-1.35%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8376	3.55
$α$	0.1890	6.28
$β$	0.7173	20.59
$γ_{1}$	0.5042	2.16
$γ_{2}$	-0.5135	-1.51
$γ_{3}$	-0.0390	-0.16
$γ_{4}$	-0.1064	-0.49
$γ_{5}$	0.3744	1.65
$γ_{6}$	-0.4965	-1.99
$γ_{7}$	0.7890	2.99
$γ_{8}$	-1.0490	-3.25
$γ_{9}$	0.8046	2.61
$γ_{10}$	-0.3227	-1.33

Estimation Period:
Nov 11, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts