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

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V-Lab

CKD Bio Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.14% (-0.86%)

Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6115	4.07
$α$	0.1520	7.25
$β$	0.7412	22.64
$γ_{1}$	0.1013	0.77
$γ_{2}$	-0.1222	-0.61
$γ_{3}$	0.0938	0.63
$γ_{4}$	-0.1811	-1.52
$γ_{5}$	0.2955	1.96
$γ_{6}$	-0.5234	-2.37
$γ_{7}$	0.7892	3.45
$γ_{8}$	-0.8984	-4.13
$γ_{9}$	0.8242	3.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts