V-Lab: POLUS BioPharm Inc AGARCH Volatility Analysis

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V-Lab

POLUS BioPharm Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, October 11th, 2022:25.60% (0.00%)

Analysis last updated: Saturday, October 8, 2022 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3814	4.83
$α$	0.1626	44.28
$β$	0.8374	165.78
$γ$	0.5058	6.11

Estimation Period:
Jan 3, 1990 to Oct 7, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts