V-Lab: Shin Poong Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Shin Poong Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:29.40% (-0.16%)

Analysis last updated: Sunday, May 19, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6456	6.11
$α$	0.1683	9.04
$β$	0.7669	33.30
$γ_{1}$	0.0245	0.72
$γ_{2}$	-0.0195	-0.38
$γ_{3}$	-0.0953	-2.67
$γ_{4}$	0.1786	5.02
$γ_{5}$	-0.1303	-3.44
$γ_{6}$	0.0696	1.80
$γ_{7}$	0.0043	0.10
$γ_{8}$	-0.1836	-2.03

Estimation Period:
Jan 22, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Shin Poong Pharmaceutical Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH