V-Lab
V-Lab

Korea United Pharm Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:30.95% (-0.01%)

Analysis last updated: Thursday, March 28, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea United Pharm Inc S0GARCH
paramt-stat
ω1.71295.28
α0.12507.09
β0.816226.97
γ1-0.1379-1.13
γ20.31141.75
γ3-0.2364-1.54
γ40.02800.16
γ50.12170.74
γ6-0.1039-0.73
γ7-0.0989-0.68
γ80.36941.79
γ9-0.4991-2.35
γ100.33222.93
Estimation Period:
Nov 11, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts