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

V-Lab

| |

V-Lab

Shin Poong Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:64.27% (-1.56%)

Analysis last updated: Friday, April 19, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7469	7.11
$α$	0.1487	10.15
$β$	0.8048	43.61
$γ_{1}$	0.0654	3.64
$γ_{2}$	-0.1392	-4.86
$γ_{3}$	0.1112	5.34
$γ_{4}$	-0.0455	-2.13
$γ_{5}$	0.0280	1.19
$γ_{6}$	-0.0370	-2.10

Estimation Period:
Jan 22, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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