V-Lab: Korea United Pharm Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea United Pharm Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.38% (-1.22%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7575	5.41
$α$	0.1231	7.09
$β$	0.8195	28.15
$γ_{1}$	-0.1223	-1.02
$γ_{2}$	0.2889	1.64
$γ_{3}$	-0.2254	-1.48
$γ_{4}$	0.0212	0.12
$γ_{5}$	0.1285	0.77
$γ_{6}$	-0.1145	-0.79
$γ_{7}$	-0.0884	-0.60
$γ_{8}$	0.3741	1.73
$γ_{9}$	-0.5296	-2.26
$γ_{10}$	0.3673	2.83

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts