V-Lab
V-Lab

Samil Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:75.57% (-6.92%)

Analysis last updated: Thursday, March 28, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samil Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.75785.47
α0.12929.04
β0.815938.14
γ1-0.0093-0.19
γ20.04300.61
γ3-0.1436-3.06
γ40.21003.79
γ5-0.2077-2.95
γ60.22873.38
γ7-0.1292-1.69
γ8-0.0638-0.69
γ90.10501.57
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts