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

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V-Lab

MyungMoon Pharm Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.92% (-0.67%)

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
$ω$	1.1151	3.11
$α$	0.2061	5.55
$β$	0.6851	13.46
$γ_{1}$	-0.1868	-0.28
$γ_{2}$	0.6253	0.67
$γ_{3}$	-1.2621	-2.55
$γ_{4}$	1.8970	3.68
$γ_{5}$	-1.7348	-3.21
$γ_{6}$	0.5942	1.36
$γ_{7}$	0.4683	1.04
$γ_{8}$	-0.9452	-1.44
$γ_{9}$	0.9421	1.53
$γ_{10}$	-0.3370	-0.45

Estimation Period:
Jul 10, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts