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

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V-Lab

Daewoong Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.36% (-0.41%)

Analysis last updated: Wednesday, May 1, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8089	4.92
$α$	0.0888	6.20
$β$	0.8283	31.43
$γ_{1}$	0.0392	0.33
$γ_{2}$	-0.0058	-0.03
$γ_{3}$	-0.1864	-1.49
$γ_{4}$	0.3262	2.90
$γ_{5}$	-0.1863	-1.73
$γ_{6}$	-0.1161	-0.92
$γ_{7}$	0.2981	2.19
$γ_{8}$	-0.3454	-2.20
$γ_{9}$	0.2566	1.83

Estimation Period:
Nov 1, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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