V-Lab: MyungMoon Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.75% (-1.21%)

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
$ω$	1.1290	3.15
$α$	0.2057	5.56
$β$	0.6837	13.39
$γ_{1}$	-0.1516	-0.23
$γ_{2}$	0.5672	0.61
$γ_{3}$	-1.2163	-2.47
$γ_{4}$	1.8518	3.60
$γ_{5}$	-1.6944	-3.14
$γ_{6}$	0.5616	1.29
$γ_{7}$	0.5001	1.13
$γ_{8}$	-0.9973	-1.56
$γ_{9}$	1.0566	1.88
$γ_{10}$	-0.6028	-1.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts