V-Lab: CKD Bio Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CKD Bio Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.37% (+0.08%)

Analysis last updated: Saturday, May 4, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5824	4.00
$α$	0.1528	7.22
$β$	0.7395	22.33
$γ_{1}$	0.0815	0.62
$γ_{2}$	-0.0887	-0.44
$γ_{3}$	0.0680	0.46
$γ_{4}$	-0.1573	-1.33
$γ_{5}$	0.2705	1.81
$γ_{6}$	-0.4891	-2.23
$γ_{7}$	0.7269	3.28
$γ_{8}$	-0.7636	-3.88
$γ_{9}$	0.4893	3.37

Estimation Period:
Dec 11, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts