V-Lab
V-Lab

Shin Poong Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:59.00% (-2.70%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shin Poong Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.74447.20
α0.148710.12
β0.803843.21
γ10.06503.68
γ2-0.1387-4.91
γ30.11105.41
γ4-0.0451-2.13
γ50.02711.16
γ6-0.0362-2.07
Estimation Period:
Jan 22, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts