V-Lab: Alvogen Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alvogen Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 18th, 2019:9.15% (-0.04%)

Analysis last updated: Friday, March 15, 2019 at 08:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8756	4.76
$α$	0.1443	9.37
$β$	0.8199	45.16
$γ_{1}$	0.1553	0.78
$γ_{2}$	-0.2038	-0.66
$γ_{3}$	-0.0489	-0.34
$γ_{4}$	0.1852	3.06
$γ_{5}$	-0.2096	-3.35
$γ_{6}$	0.3456	5.33
$γ_{7}$	-0.4650	-7.03
$γ_{8}$	0.3574	7.38

Estimation Period:
Jan 3, 1990 to Mar 15, 2019

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts