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

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V-Lab

Korea United Pharm Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.87% (-1.35%)

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
$ω$	2.2875	7.19
$α$	0.1136	7.14
$β$	0.8365	32.26
$γ_{1}$	0.1040	2.46
$γ_{2}$	-0.1347	-1.99
$γ_{3}$	0.0721	1.40
$γ_{4}$	-0.0901	-1.70
$γ_{5}$	0.1377	1.68
$γ_{6}$	-0.2780	-1.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts