V-Lab: Pharmicell Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pharmicell Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.39% (+1.10%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5565	6.13
$α$	0.1371	9.58
$β$	0.7797	29.99
$γ_{1}$	-0.0403	-0.73
$γ_{2}$	0.1192	1.46
$γ_{3}$	-0.1370	-2.49
$γ_{4}$	-0.0102	-0.18
$γ_{5}$	0.1849	2.55
$γ_{6}$	-0.2168	-2.17
$γ_{7}$	0.1193	1.22
$γ_{8}$	0.0561	0.71
$γ_{9}$	-0.1822	-2.24
$γ_{10}$	0.1619	2.55

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

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Volatility Forecasts

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