V-Lab: GeneOne Life Science Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

GeneOne Life Science Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.77% (-0.53%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8265	25.61
$α$	0.1369	50.88
$β$	0.8292	263.33
$γ$	-0.6707	-7.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts