V-Lab: Chong Kun Dang Pharmaceutical Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chong Kun Dang Pharmaceutical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:35.35% (-0.08%)

Analysis last updated: Friday, May 3, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9956	6.52
$α$	0.2141	2.75
$β$	0.1553	1.46
$γ_{1}$	2.3803	3.87
$γ_{2}$	-4.0073	-4.21
$γ_{3}$	1.9159	2.93
$γ_{4}$	0.0308	0.06
$γ_{5}$	-0.9714	-2.08
$γ_{6}$	2.6091	4.45
$γ_{7}$	-4.5909	-5.98
$γ_{8}$	3.7677	4.71
$γ_{9}$	-0.6172	-1.04
$γ_{10}$	-0.9505	-2.55

Estimation Period:
Dec 6, 2013 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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