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

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V-Lab

Kukje Pharma Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.32% (-1.31%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7760	5.26
$α$	0.1736	8.04
$β$	0.7781	31.59
$γ_{1}$	-0.0434	-1.06
$γ_{2}$	0.1079	1.76
$γ_{3}$	-0.1904	-4.13
$γ_{4}$	0.2397	4.68
$γ_{5}$	-0.1870	-3.07
$γ_{6}$	0.1061	1.70
$γ_{7}$	-0.0056	-0.09
$γ_{8}$	-0.0705	-0.83
$γ_{9}$	0.0847	0.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts