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

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V-Lab

Ilyang Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.48% (-0.48%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8181	3.58
$α$	0.1450	11.38
$β$	0.8251	49.93
$γ_{1}$	-0.0184	-0.22
$γ_{2}$	0.1140	0.89
$γ_{3}$	-0.2509	-2.43
$γ_{4}$	0.2211	2.13
$γ_{5}$	-0.0412	-0.43
$γ_{6}$	-0.0506	-0.56
$γ_{7}$	-0.0585	-0.55
$γ_{8}$	0.2849	2.05
$γ_{9}$	-0.3852	-2.76
$γ_{10}$	0.2565	3.29

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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