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

V-Lab

| |

V-Lab

Wellbiotec Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:64.99% (-3.12%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4425	6.27
$α$	0.1236	7.18
$β$	0.7961	30.59
$γ_{1}$	-0.0244	-0.56
$γ_{2}$	0.1442	2.16
$γ_{3}$	-0.1839	-3.65
$γ_{4}$	0.0193	0.39
$γ_{5}$	0.1240	2.33
$γ_{6}$	-0.1159	-2.04
$γ_{7}$	0.0377	0.86

Estimation Period:
Jul 18, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts