Ilyang Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:29.31% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1164 | 12.18 | |
| 0.0920 | 20.94 | |
| 0.9121 | 267.88 | |
| -0.0167 | -2.66 |
Estimation Period:
Jan 3, 1990 to Sep 5, 2025
Jan 3, 1990 to Sep 5, 2025
News Impact Curve
Volatility Forecasts
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