V-Lab: Chong Kun Dang Pharmaceutical Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chong Kun Dang Pharmaceutical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:35.06% (+1.45%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9984	6.52
$α$	0.2165	2.76
$β$	0.1535	1.46
$γ_{1}$	2.3787	3.86
$γ_{2}$	-4.0023	-4.20
$γ_{3}$	1.9112	2.92
$γ_{4}$	0.0315	0.06
$γ_{5}$	-0.9708	-2.07
$γ_{6}$	2.6092	4.44
$γ_{7}$	-4.5904	-5.97
$γ_{8}$	3.7700	4.71
$γ_{9}$	-0.6331	-1.07
$γ_{10}$	-0.9224	-2.52

Estimation Period:
Dec 6, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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