V-Lab
Shin Poong Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:65.75% (+1.50%)
Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7474 | 7.24 | |
| 0.1490 | 10.13 | |
| 0.8034 | 43.15 | |
| 0.0654 | 3.70 | |
| -0.1392 | -4.92 | |
| 0.1111 | 5.40 | |
| -0.0452 | -2.13 | |
| 0.0276 | 1.17 | |
| -0.0367 | -2.09 |
Estimation Period:
Jan 22, 1990 to Apr 19, 2024
Jan 22, 1990 to Apr 19, 2024
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