V-Lab: MyungMoon Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.56% (-0.71%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1314	3.16
$α$	0.2057	5.56
$β$	0.6831	13.35
$γ_{1}$	-0.1474	-0.22
$γ_{2}$	0.5613	0.60
$γ_{3}$	-1.2141	-2.46
$γ_{4}$	1.8523	3.60
$γ_{5}$	-1.6975	-3.15
$γ_{6}$	0.5658	1.30
$γ_{7}$	0.4968	1.13
$γ_{8}$	-0.9923	-1.56
$γ_{9}$	1.0423	1.87
$γ_{10}$	-0.5836	-1.85

Estimation Period:
Jul 10, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts