V-Lab: Daewon Pharmaceutical Co Ltd EGARCH Volatility Analysis

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V-Lab

Daewon Pharmaceutical Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:31.76% (+1.65%)

Analysis last updated: Saturday, April 20, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1102	22.85
$α$	0.2261	32.03
$β$	0.9549	398.88
$γ$	0.0348	4.23

Estimation Period:
Dec 16, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts