V-Lab
Samil Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:34.65% (-2.03%)
Analysis last updated: Friday, May 3, 2024 at 10:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7568 | 5.46 | |
| 0.1296 | 9.08 | |
| 0.8155 | 38.35 | |
| -0.0089 | -0.18 | |
| 0.0415 | 0.59 | |
| -0.1411 | -3.03 | |
| 0.2082 | 3.81 | |
| -0.2070 | -2.96 | |
| 0.2295 | 3.40 | |
| -0.1325 | -1.75 | |
| -0.0614 | -0.66 | |
| 0.1054 | 1.55 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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