V-Lab: Yuyu Pharma Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Yuyu Pharma Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.30% (+0.10%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9475	3.47
$α$	0.1530	10.51
$β$	0.8141	49.52
$γ_{1}$	-0.0411	-0.61
$γ_{2}$	0.1091	1.17
$γ_{3}$	-0.1888	-3.29
$γ_{4}$	0.2028	3.52
$γ_{5}$	-0.1001	-1.49
$γ_{6}$	0.0131	0.15
$γ_{7}$	0.0376	0.45
$γ_{8}$	-0.0879	-1.44
$γ_{9}$	0.0850	2.37

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts