V-Lab: Kwang Dong Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Kwang Dong Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:44.01% (-0.40%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7554	4.79
$α$	0.1144	8.51
$β$	0.8295	36.91
$γ_{1}$	-0.0110	-0.18
$γ_{2}$	0.0517	0.61
$γ_{3}$	-0.1117	-1.97
$γ_{4}$	0.0847	1.47
$γ_{5}$	-0.0509	-0.80
$γ_{6}$	0.1090	1.41
$γ_{7}$	-0.1254	-1.46
$γ_{8}$	0.1183	1.11
$γ_{9}$	-0.1620	-1.15
$γ_{10}$	0.3321	2.12

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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