V-Lab: Korea United Pharm Inc MF2-GARCH Volatility Analysis

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V-Lab

Korea United Pharm Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.74% (-1.16%)

Analysis last updated: Saturday, May 11, 2024 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.1254	22.94
$β$	0.8465	59.20
$γ$	-0.0405	-6.64
$λ_{1}$	8.7286	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1193	0.00

Estimation Period:
Nov 11, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts