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

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V-Lab

Shin Poong Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:50.28% (+1.18%)

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
$ω$	0.6450	6.06
$α$	0.1664	9.19
$β$	0.7699	34.16
$γ_{1}$	0.0241	0.70
$γ_{2}$	-0.0180	-0.35
$γ_{3}$	-0.0975	-2.71
$γ_{4}$	0.1803	5.01
$γ_{5}$	-0.1312	-3.42
$γ_{6}$	0.0703	1.80
$γ_{7}$	0.0025	0.06
$γ_{8}$	-0.1703	-1.81

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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