V-Lab: Kukje Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukje Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:51.11% (-0.95%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8153	5.40
$α$	0.1744	8.00
$β$	0.7781	31.61
$γ_{1}$	-0.0208	-0.51
$γ_{2}$	0.0706	1.15
$γ_{3}$	-0.1645	-3.55
$γ_{4}$	0.2205	4.27
$γ_{5}$	-0.1736	-2.82
$γ_{6}$	0.0977	1.57
$γ_{7}$	-0.0047	-0.08
$γ_{8}$	-0.0564	-0.80
$γ_{9}$	0.0354	0.58

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts