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

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V-Lab

Ilyang Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.69% (-0.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7975	3.46
$α$	0.1438	11.25
$β$	0.8258	49.33
$γ_{1}$	-0.0242	-0.28
$γ_{2}$	0.1217	0.94
$γ_{3}$	-0.2527	-2.45
$γ_{4}$	0.2193	2.12
$γ_{5}$	-0.0368	-0.39
$γ_{6}$	-0.0561	-0.62
$γ_{7}$	-0.0508	-0.48
$γ_{8}$	0.2716	1.98
$γ_{9}$	-0.3682	-2.71
$γ_{10}$	0.2437	3.21

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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