V-Lab
Yungjin Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.83% (-0.99%)
Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7921 | 6.43 | |
| 0.1810 | 8.91 | |
| 0.7402 | 29.00 | |
| 0.0242 | 0.77 | |
| 0.0016 | 0.03 | |
| -0.0906 | -2.89 | |
| 0.0859 | 2.56 | |
| -0.0298 | -0.81 | |
| 0.0450 | 1.23 | |
| -0.0862 | -2.24 | |
| 0.0779 | 2.39 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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