V-Lab: Daewoong Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daewoong Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.78% (+0.35%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8024	4.83
$α$	0.0885	6.19
$β$	0.8291	31.59
$γ_{1}$	0.0362	0.30
$γ_{2}$	-0.0030	-0.02
$γ_{3}$	-0.1850	-1.47
$γ_{4}$	0.3240	2.87
$γ_{5}$	-0.1848	-1.71
$γ_{6}$	-0.1164	-0.93
$γ_{7}$	0.2977	2.18
$γ_{8}$	-0.3441	-2.18
$γ_{9}$	0.2554	1.81

Estimation Period:
Nov 1, 2002 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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