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

V-Lab

| |

V-Lab

Chong Kun Dang Pharmaceutical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:32.34% (+0.08%)

Analysis last updated: Saturday, May 18, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0150	6.62
$α$	0.2166	2.77
$β$	0.1551	1.47
$γ_{1}$	2.4407	4.01
$γ_{2}$	-4.1098	-4.36
$γ_{3}$	2.0089	3.09
$γ_{4}$	-0.0753	-0.15
$γ_{5}$	-0.8461	-1.81
$γ_{6}$	2.4661	4.25
$γ_{7}$	-4.5007	-5.92
$γ_{8}$	3.7927	4.61
$γ_{9}$	-0.6771	-0.94
$γ_{10}$	-1.0726	-1.14

Estimation Period:
Dec 6, 2013 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Chong Kun Dang Pharmaceutical Corp Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH