V-Lab
Samil Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:57.87% (-4.73%)
Analysis last updated: Thursday, April 18, 2024 at 10:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7571 | 5.43 | |
| 0.1293 | 9.09 | |
| 0.8164 | 38.54 | |
| -0.0095 | -0.19 | |
| 0.0425 | 0.60 | |
| -0.1422 | -3.03 | |
| 0.2090 | 3.79 | |
| -0.2074 | -2.95 | |
| 0.2296 | 3.39 | |
| -0.1320 | -1.73 | |
| -0.0612 | -0.66 | |
| 0.1044 | 1.54 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
News Impact Curve
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