V-Lab
V-Lab

Whanin Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:15.61% (-0.77%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Whanin Pharmaceutical Co Ltd SGARCH
paramt-stat
ω1.58536.10
α0.13289.95
β0.816548.12
γ10.01760.14
γ2-0.1545-0.77
γ30.34132.54
γ4-0.3610-3.07
γ50.20691.49
γ60.05890.43
γ7-0.2647-2.16
γ80.25662.18
γ9-0.2998-2.67
γ100.54543.94
Estimation Period:
Jul 3, 1996 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts