V-Lab: Yungjin Pharmaceutical Co Ltd AGARCH Volatility Analysis

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V-Lab

Yungjin Pharmaceutical Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.97% (-0.74%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5562	25.12
$α$	0.1549	40.40
$β$	0.8144	209.02
$γ$	-0.0914	-1.61

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts