V-Lab
Samil Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:41.92% (-1.63%)
Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7203 | 5.21 | |
| 0.1303 | 9.06 | |
| 0.8115 | 36.92 | |
| -0.0274 | -0.56 | |
| 0.0723 | 1.04 | |
| -0.1641 | -3.63 | |
| 0.2269 | 4.29 | |
| -0.2198 | -3.25 | |
| 0.2344 | 3.54 | |
| -0.1262 | -1.60 | |
| -0.0853 | -0.80 | |
| 0.1757 | 1.22 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
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