V-Lab
Samil Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:38.47% (-1.78%)
Analysis last updated: Wednesday, May 1, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7568 | 5.46 | |
| 0.1296 | 9.08 | |
| 0.8155 | 38.35 | |
| -0.0089 | -0.18 | |
| 0.0415 | 0.59 | |
| -0.1411 | -3.03 | |
| 0.2082 | 3.81 | |
| -0.2070 | -2.96 | |
| 0.2295 | 3.40 | |
| -0.1325 | -1.75 | |
| -0.0614 | -0.66 | |
| 0.1054 | 1.55 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other Samil Pharmaceutical Co Ltd Analyses