V-Lab: MyungMoon Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.73% (-1.21%)

Analysis last updated: Wednesday, May 1, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1400	3.17
$α$	0.2053	5.60
$β$	0.6851	13.56
$γ_{1}$	-0.1315	-0.20
$γ_{2}$	0.5287	0.56
$γ_{3}$	-1.1770	-2.39
$γ_{4}$	1.8182	3.52
$γ_{5}$	-1.6832	-3.08
$γ_{6}$	0.5688	1.28
$γ_{7}$	0.4955	1.17
$γ_{8}$	-1.0037	-1.64
$γ_{9}$	1.0625	1.92
$γ_{10}$	-0.6003	-1.89

Estimation Period:
Jul 10, 2008 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts