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

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V-Lab

Daewon Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:20.77% (-2.16%)

Analysis last updated: Thursday, May 16, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2281	6.72
$α$	0.1298	7.77
$β$	0.7874	33.64
$γ_{1}$	0.2433	5.04
$γ_{2}$	-0.3781	-4.94
$γ_{3}$	0.2490	3.97
$γ_{4}$	-0.1759	-2.90
$γ_{5}$	0.0416	0.67
$γ_{6}$	0.1357	1.78
$γ_{7}$	-0.4376	-2.97

Estimation Period:
Dec 16, 1999 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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