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

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V-Lab

Whanin Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.55% (-1.19%)

Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5969	5.86
$α$	0.1318	10.26
$β$	0.8245	51.92
$γ_{1}$	0.0065	0.05
$γ_{2}$	-0.1356	-0.64
$γ_{3}$	0.3253	2.29
$γ_{4}$	-0.3463	-2.79
$γ_{5}$	0.1972	1.35
$γ_{6}$	0.0587	0.41
$γ_{7}$	-0.2485	-1.94
$γ_{8}$	0.2172	1.79
$γ_{9}$	-0.2069	-1.87
$γ_{10}$	0.2481	3.36

Estimation Period:
Jul 3, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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