V-Lab: Korea United Pharm Inc MF2-GARCH Volatility Analysis

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V-Lab

Korea United Pharm Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.49% (-0.33%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.1268	23.05
$β$	0.8454	59.17
$γ$	-0.0406	-6.62
$λ_{1}$	8.7324	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1222	0.00

Estimation Period:
Nov 11, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts