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

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V-Lab

Jeil Pharma Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.07% (-2.48%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9348	4.75
$α$	0.1400	7.36
$β$	0.8283	35.44
$γ_{1}$	-0.0016	-0.03
$γ_{2}$	0.0521	0.65
$γ_{3}$	-0.1918	-3.54
$γ_{4}$	0.2769	5.59
$γ_{5}$	-0.2156	-3.16
$γ_{6}$	0.1499	1.62
$γ_{7}$	-0.1064	-1.23
$γ_{8}$	0.0371	0.50
$γ_{9}$	-0.0015	-0.02

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

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