V-Lab: Kukje Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukje Pharma Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:41.56% (-1.45%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8142	5.40
$α$	0.1745	7.99
$β$	0.7777	31.53
$γ_{1}$	-0.0207	-0.51
$γ_{2}$	0.0702	1.15
$γ_{3}$	-0.1640	-3.56
$γ_{4}$	0.2202	4.29
$γ_{5}$	-0.1738	-2.83
$γ_{6}$	0.0981	1.57
$γ_{7}$	-0.0047	-0.08
$γ_{8}$	-0.0578	-0.82
$γ_{9}$	0.0375	0.62

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts