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

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V-Lab

Yungjin Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.46% (+0.45%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7992	6.59
$α$	0.1797	8.85
$β$	0.7404	28.80
$γ_{1}$	0.0243	0.78
$γ_{2}$	0.0029	0.06
$γ_{3}$	-0.0926	-2.96
$γ_{4}$	0.0869	2.58
$γ_{5}$	-0.0301	-0.82
$γ_{6}$	0.0452	1.23
$γ_{7}$	-0.0859	-2.21
$γ_{8}$	0.0772	2.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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