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 Friday, April 19th, 2024:42.29% (+1.43%)

Analysis last updated: Friday, April 19, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5570	6.24
$α$	0.1380	9.56
$β$	0.7772	29.43
$γ_{1}$	-0.0444	-0.82
$γ_{2}$	0.1258	1.56
$γ_{3}$	-0.1401	-2.56
$γ_{4}$	-0.0091	-0.16
$γ_{5}$	0.1837	2.53
$γ_{6}$	-0.2141	-2.14
$γ_{7}$	0.1147	1.18
$γ_{8}$	0.0610	0.77
$γ_{9}$	-0.1852	-2.27
$γ_{10}$	0.1622	2.56

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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