V-Lab: Dongwha Pharm Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Dongwha Pharm Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.19% (-1.27%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7785	6.29
$α$	0.1333	10.50
$β$	0.8261	48.50
$γ_{1}$	-0.0395	-0.89
$γ_{2}$	0.1209	1.74
$γ_{3}$	-0.2490	-4.55
$γ_{4}$	0.3203	5.69
$γ_{5}$	-0.2603	-5.00
$γ_{6}$	0.1793	3.50
$γ_{7}$	-0.1045	-1.80
$γ_{8}$	0.0844	1.50
$γ_{9}$	-0.2701	-2.96

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts