V-Lab: CKD Bio Corp Spline-GARCH Volatility Analysis

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V-Lab

CKD Bio Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.96% (+0.18%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6136	4.08
$α$	0.1523	7.26
$β$	0.7406	22.60
$γ_{1}$	0.1034	0.79
$γ_{2}$	-0.1261	-0.63
$γ_{3}$	0.0980	0.65
$γ_{4}$	-0.1864	-1.56
$γ_{5}$	0.3026	1.97
$γ_{6}$	-0.5326	-2.38
$γ_{7}$	0.7986	3.49
$γ_{8}$	-0.9055	-4.18
$γ_{9}$	0.8370	3.37

Estimation Period:
Dec 11, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts