V-Lab: PharmGen Science Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

PharmGen Science Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.86% (-1.59%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8008	5.82
$α$	0.2030	10.33
$β$	0.7259	29.32
$γ_{1}$	0.0095	0.25
$γ_{2}$	-0.0005	-0.01
$γ_{3}$	-0.0710	-1.86
$γ_{4}$	0.1384	3.62
$γ_{5}$	-0.1326	-3.34
$γ_{6}$	0.0905	2.15
$γ_{7}$	-0.0814	-1.91
$γ_{8}$	0.0804	2.62

Estimation Period:
Jun 15, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts