V-Lab
V-Lab

Chong Kun Dang Pharmaceutical Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:34.06% (-1.67%)

Analysis last updated: Tuesday, May 7, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chong Kun Dang Pharmaceutical Corp S0GARCH
paramt-stat
ω0.99846.52
α0.21652.76
β0.15351.46
γ12.37873.86
γ2-4.0023-4.20
γ31.91122.92
γ40.03150.06
γ5-0.9708-2.07
γ62.60924.44
γ7-4.5904-5.97
γ83.77004.71
γ9-0.6331-1.07
γ10-0.9224-2.52
Estimation Period:
Dec 6, 2013 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts