V-Lab: MyungMoon Pharm Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:29.04% (+0.59%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5709	13.22
$α$	0.1950	14.19
$β$	0.7787	73.94
$γ$	0.0223	0.97

Estimation Period:
Jul 10, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts