V-Lab: Chong Kun Dang Pharmaceutical Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chong Kun Dang Pharmaceutical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.97% (+0.21%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0017	6.55
$α$	0.2152	2.74
$β$	0.1528	1.44
$γ_{1}$	2.4034	3.87
$γ_{2}$	-4.0199	-4.18
$γ_{3}$	1.8688	2.84
$γ_{4}$	0.1200	0.24
$γ_{5}$	-1.1014	-2.34
$γ_{6}$	2.7685	4.64
$γ_{7}$	-4.6916	-5.99
$γ_{8}$	3.7409	4.66
$γ_{9}$	-0.5438	-0.92
$γ_{10}$	-0.9705	-2.59

Estimation Period:
Dec 6, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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