V-Lab: Bukwang Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bukwang Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:39.86% (-1.19%)

Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6695	4.56
$α$	0.0747	7.04
$β$	0.9112	65.43
$γ_{1}$	-0.0212	-3.35
$γ_{2}$	0.0286	3.06
$γ_{3}$	-0.0088	-1.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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