V-Lab: Samil Pharmaceutical Co Ltd AGARCH Volatility Analysis

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V-Lab

Samil Pharmaceutical Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:40.03% (-1.97%)

Analysis last updated: Tuesday, May 7, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1414	11.86
$α$	0.1040	39.74
$β$	0.8865	327.01
$γ$	-0.3397	-4.12

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts