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

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V-Lab

Daesung Energy Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:79.80% (+6.41%)

Analysis last updated: Saturday, May 11, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4436	4.24
$α$	0.1656	4.42
$β$	0.7396	18.81
$γ_{1}$	1.1823	1.64
$γ_{2}$	-1.6261	-1.23
$γ_{3}$	1.3014	1.23
$γ_{4}$	-1.9414	-2.57
$γ_{5}$	1.6066	2.40
$γ_{6}$	-0.0864	-0.10
$γ_{7}$	-0.8569	-0.90
$γ_{8}$	1.5161	1.99
$γ_{9}$	-2.9216	-4.21
$γ_{10}$	3.7532	3.91

Estimation Period:
Dec 24, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts