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

V-Lab

| |

V-Lab

Whanin Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:14.47% (-1.24%)

Analysis last updated: Friday, April 19, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6009	5.81
$α$	0.1349	10.32
$β$	0.8214	51.23
$γ_{1}$	0.0095	0.07
$γ_{2}$	-0.1418	-0.66
$γ_{3}$	0.3307	2.31
$γ_{4}$	-0.3499	-2.80
$γ_{5}$	0.1971	1.34
$γ_{6}$	0.0636	0.44
$γ_{7}$	-0.2547	-1.99
$γ_{8}$	0.2227	1.85
$γ_{9}$	-0.2190	-2.00
$γ_{10}$	0.2646	3.65

Estimation Period:
Jul 3, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Whanin Pharmaceutical Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH