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

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V-Lab

Ilyang Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:21.67% (-0.80%)

Analysis last updated: Saturday, April 13, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8257	3.62
$α$	0.1434	11.22
$β$	0.8271	49.41
$γ_{1}$	-0.0146	-0.17
$γ_{2}$	0.1088	0.85
$γ_{3}$	-0.2479	-2.38
$γ_{4}$	0.2167	2.07
$γ_{5}$	-0.0354	-0.37
$γ_{6}$	-0.0563	-0.61
$γ_{7}$	-0.0510	-0.48
$γ_{8}$	0.2713	1.97
$γ_{9}$	-0.3664	-2.68
$γ_{10}$	0.2418	3.16

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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