V-Lab: Korea United Pharm Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea United Pharm Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.61% (-0.37%)

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
$ω$	1.6790	5.17
$α$	0.1239	7.09
$β$	0.8181	27.58
$γ_{1}$	-0.1488	-1.22
$γ_{2}$	0.3261	1.83
$γ_{3}$	-0.2442	-1.61
$γ_{4}$	0.0357	0.21
$γ_{5}$	0.1160	0.70
$γ_{6}$	-0.1019	-0.71
$γ_{7}$	-0.1022	-0.69
$γ_{8}$	0.3916	1.84
$γ_{9}$	-0.5515	-2.46
$γ_{10}$	0.3839	3.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts