V-Lab: Daewon Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daewon Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.84% (-0.32%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1048	5.29
$α$	0.1257	7.82
$β$	0.8083	36.73
$γ_{1}$	0.3268	2.47
$γ_{2}$	-0.3592	-1.79
$γ_{3}$	-0.0773	-0.56
$γ_{4}$	0.2460	1.62
$γ_{5}$	-0.1684	-1.13
$γ_{6}$	0.0289	0.25
$γ_{7}$	-0.1425	-1.15
$γ_{8}$	0.4577	2.74
$γ_{9}$	-0.6213	-3.08
$γ_{10}$	0.4407	3.11

Estimation Period:
Dec 16, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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