V-Lab: PharmGen Science Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

PharmGen Science Inc AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:46.12% (-3.03%)

Analysis last updated: Friday, April 19, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2811	30.60
$α$	0.2062	49.77
$β$	0.7408	159.66
$γ$	-0.4678	-6.56

Estimation Period:
Jun 15, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts