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

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V-Lab

Whanin Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.55% (-0.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6374	6.10
$α$	0.1327	10.20
$β$	0.8217	50.74
$γ_{1}$	0.0178	0.14
$γ_{2}$	-0.1510	-0.73
$γ_{3}$	0.3318	2.39
$γ_{4}$	-0.3500	-2.86
$γ_{5}$	0.1984	1.38
$γ_{6}$	0.0597	0.42
$γ_{7}$	-0.2492	-1.98
$γ_{8}$	0.2158	1.82
$γ_{9}$	-0.2056	-1.91
$γ_{10}$	0.2476	3.46

Estimation Period:
Jul 3, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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