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

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V-Lab

Daesung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.81% (-0.05%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0193	2.60
$α$	0.2951	5.07
$β$	0.5964	11.92
$γ_{1}$	0.2151	0.34
$γ_{2}$	-0.4436	-0.46
$γ_{3}$	0.3836	0.63
$γ_{4}$	0.0152	0.03
$γ_{5}$	-0.7160	-1.54
$γ_{6}$	1.0108	1.87
$γ_{7}$	-0.5578	-0.90
$γ_{8}$	-0.2418	-0.37
$γ_{9}$	0.6116	1.47

Estimation Period:
Jul 30, 2010 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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