V-Lab: CKD Bio Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CKD Bio Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.54% (+0.25%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5792	3.99
$α$	0.1528	7.23
$β$	0.7393	22.29
$γ_{1}$	0.0822	0.62
$γ_{2}$	-0.0905	-0.45
$γ_{3}$	0.0706	0.47
$γ_{4}$	-0.1610	-1.35
$γ_{5}$	0.2760	1.81
$γ_{6}$	-0.4963	-2.24
$γ_{7}$	0.7330	3.29
$γ_{8}$	-0.7637	-3.87
$γ_{9}$	0.4853	3.33

Estimation Period:
Dec 11, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts