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

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V-Lab

Ilyang Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:10.91% (-0.88%)

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
$ω$	0.7054	4.58
$α$	0.1593	10.88
$β$	0.7835	41.01
$γ_{1}$	-0.0085	-0.16
$γ_{2}$	0.0686	0.90
$γ_{3}$	-0.2033	-3.62
$γ_{4}$	0.2706	4.19
$γ_{5}$	-0.1880	-2.99
$γ_{6}$	0.0468	0.82
$γ_{7}$	0.0504	0.95
$γ_{8}$	0.0041	0.09
$γ_{9}$	-0.3465	-2.78

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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