V-Lab: Dong-A ST Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dong-A ST Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:47.70% (+11.26%)

Analysis last updated: Saturday, May 4, 2024 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7626	6.01
$α$	0.1561	3.92
$β$	0.6342	9.14
$γ_{1}$	0.7695	2.27
$γ_{2}$	-1.0900	-2.13
$γ_{3}$	0.3175	0.89
$γ_{4}$	0.1274	0.41
$γ_{5}$	-0.4357	-1.71
$γ_{6}$	0.9493	3.71
$γ_{7}$	-0.9964	-4.22

Estimation Period:
Apr 8, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts