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

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V-Lab

Daeho AL Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:50.23% (+5.41%)

Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8674	3.61
$α$	0.1896	6.25
$β$	0.7161	20.38
$γ_{1}$	0.5245	2.26
$γ_{2}$	-0.5444	-1.61
$γ_{3}$	-0.0200	-0.08
$γ_{4}$	-0.1228	-0.57
$γ_{5}$	0.3907	1.73
$γ_{6}$	-0.5123	-2.06
$γ_{7}$	0.8028	3.07
$γ_{8}$	-1.0583	-3.28
$γ_{9}$	0.8081	2.52
$γ_{10}$	-0.3268	-0.87

Estimation Period:
Nov 11, 2002 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts