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

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V-Lab

Ilyang Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:8.47% (-0.54%)

Analysis last updated: Thursday, May 9, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7060	4.58
$α$	0.1592	10.88
$β$	0.7836	41.06
$γ_{1}$	-0.0082	-0.16
$γ_{2}$	0.0681	0.89
$γ_{3}$	-0.2029	-3.62
$γ_{4}$	0.2703	4.19
$γ_{5}$	-0.1878	-2.98
$γ_{6}$	0.0467	0.81
$γ_{7}$	0.0503	0.95
$γ_{8}$	0.0050	0.11
$γ_{9}$	-0.3512	-2.84

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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