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

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V-Lab

Whanin Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.30% (-0.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5840	6.07
$α$	0.1333	9.97
$β$	0.8163	48.19
$γ_{1}$	0.0180	0.15
$γ_{2}$	-0.1561	-0.77
$γ_{3}$	0.3434	2.55
$γ_{4}$	-0.3616	-3.05
$γ_{5}$	0.2048	1.47
$γ_{6}$	0.0625	0.45
$γ_{7}$	-0.2661	-2.18
$γ_{8}$	0.2547	2.19
$γ_{9}$	-0.2958	-2.67
$γ_{10}$	0.5332	3.77

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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