V-Lab: Daesung Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daesung Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:50.52% (-0.24%)

Analysis last updated: Friday, May 3, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3079	3.84
$α$	0.1777	3.96
$β$	0.7491	20.33
$γ_{1}$	0.6035	1.56
$γ_{2}$	-0.5797	-0.78
$γ_{3}$	0.2505	0.34
$γ_{4}$	-1.0293	-1.74
$γ_{5}$	1.6668	3.39
$γ_{6}$	-1.2963	-2.90
$γ_{7}$	1.1512	1.97
$γ_{8}$	-1.7163	-2.03
$γ_{9}$	1.1740	1.68

Estimation Period:
Dec 24, 2010 to Apr 30, 2024

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Volatility Forecasts