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

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V-Lab

Daewon Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.54% (+1.77%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0929	5.25
$α$	0.1259	7.82
$β$	0.8088	36.74
$γ_{1}$	0.3244	2.43
$γ_{2}$	-0.3554	-1.75
$γ_{3}$	-0.0797	-0.57
$γ_{4}$	0.2459	1.60
$γ_{5}$	-0.1643	-1.10
$γ_{6}$	0.0233	0.20
$γ_{7}$	-0.1375	-1.10
$γ_{8}$	0.4502	2.67
$γ_{9}$	-0.6065	-3.00
$γ_{10}$	0.4241	3.00

Estimation Period:
Dec 16, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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