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

V-Lab

| |

V-Lab

Kukje Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:52.32% (-1.87%)

Analysis last updated: Saturday, April 20, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8220	5.40
$α$	0.1740	8.00
$β$	0.7793	31.80
$γ_{1}$	-0.0193	-0.47
$γ_{2}$	0.0688	1.12
$γ_{3}$	-0.1642	-3.52
$γ_{4}$	0.2205	4.24
$γ_{5}$	-0.1737	-2.80
$γ_{6}$	0.0977	1.56
$γ_{7}$	-0.0045	-0.08
$γ_{8}$	-0.0561	-0.80
$γ_{9}$	0.0346	0.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts