V-Lab: MyungMoon Pharm Co Ltd EGARCH Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.12% (-1.38%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2132	16.40
$α$	0.3790	28.90
$β$	0.9238	191.42
$γ$	0.0033	0.32

Estimation Period:
Jul 10, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts