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

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V-Lab

Chong Kun Dang Pharmaceutical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:36.67% (-0.10%)

Analysis last updated: Friday, May 3, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0154	6.59
$α$	0.2174	2.73
$β$	0.1590	1.49
$γ_{1}$	2.4528	3.97
$γ_{2}$	-4.1097	-4.30
$γ_{3}$	1.9580	2.99
$γ_{4}$	0.0213	0.04
$γ_{5}$	-0.9889	-2.10
$γ_{6}$	2.6468	4.48
$γ_{7}$	-4.6452	-5.98
$γ_{8}$	3.8519	4.65
$γ_{9}$	-0.7821	-1.09
$γ_{10}$	-0.5259	-0.58

Estimation Period:
Dec 6, 2013 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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