V-Lab
V-Lab

MyungMoon Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:53.59% (-4.89%)

Analysis last updated: Thursday, March 28, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MyungMoon Pharm Co Ltd S0GARCH
paramt-stat
ω1.12323.10
α0.20745.50
β0.684013.31
γ1-0.1842-0.28
γ20.63320.67
γ3-1.2896-2.60
γ41.91883.72
γ5-1.7218-3.24
γ60.55541.30
γ70.49581.01
γ8-0.9606-1.38
γ91.00491.72
γ10-0.5659-1.79
Estimation Period:
Jul 10, 2008 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts