V-Lab: Kukje Pharma Co Ltd AGARCH Volatility Analysis

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V-Lab

Kukje Pharma Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:51.78% (-4.58%)

Analysis last updated: Thursday, April 18, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6810	22.15
$α$	0.1797	31.38
$β$	0.7897	141.78
$γ$	0.0417	0.56

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts