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

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V-Lab

Daewon Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.92% (-0.71%)

Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1048	5.29
$α$	0.1259	7.83
$β$	0.8079	36.63
$γ_{1}$	0.3264	2.47
$γ_{2}$	-0.3586	-1.78
$γ_{3}$	-0.0777	-0.56
$γ_{4}$	0.2461	1.62
$γ_{5}$	-0.1683	-1.13
$γ_{6}$	0.0289	0.25
$γ_{7}$	-0.1430	-1.16
$γ_{8}$	0.4594	2.75
$γ_{9}$	-0.6253	-3.11
$γ_{10}$	0.4442	3.15

Estimation Period:
Dec 16, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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