V-Lab: MyungMoon Pharm Co Ltd AGARCH Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.80% (-1.85%)

Analysis last updated: Thursday, April 18, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7046	16.96
$α$	0.2435	21.11
$β$	0.7384	76.88
$γ$	0.2125	1.83

Estimation Period:
Jul 10, 2008 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts