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

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V-Lab

Shin Poong Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:65.26% (+0.46%)

Analysis last updated: Tuesday, April 30, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7442	7.19
$α$	0.1487	10.12
$β$	0.8038	43.24
$γ_{1}$	0.0650	3.68
$γ_{2}$	-0.1386	-4.91
$γ_{3}$	0.1110	5.40
$γ_{4}$	-0.0451	-2.13
$γ_{5}$	0.0273	1.16
$γ_{6}$	-0.0364	-2.08

Estimation Period:
Jan 22, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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