V-Lab: Dongsung Chemical Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Dongsung Chemical Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:20.08% (-0.68%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1857	12.64
$β$	0.4202	22.76
$γ$	0.3530	8.08
$λ_{1}$	0.0075	1.02
$λ_{2}$	0.0083	2.22
$λ_{3}$	0.9902	238.56

Estimation Period:
Jun 23, 2008 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts