V-Lab
V-Lab

Kwang Dong Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:45.49% (-0.41%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kwang Dong Pharmaceutical Co Ltd SGARCH
paramt-stat
ω0.75634.75
α0.11318.46
β0.832337.38
γ1-0.0104-0.17
γ20.05080.59
γ3-0.1109-1.93
γ40.08381.44
γ5-0.0506-0.78
γ60.10911.39
γ7-0.1251-1.42
γ80.11831.09
γ9-0.1658-1.16
γ100.34842.14
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts