V-Lab: GeneOne Life Science Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GeneOne Life Science Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:51.53% (+3.16%)

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
$ω$	0.5997	4.50
$α$	0.1377	10.69
$β$	0.8082	43.87
$γ_{1}$	0.0105	0.19
$γ_{2}$	0.0168	0.22
$γ_{3}$	-0.1545	-3.48
$γ_{4}$	0.2831	6.48
$γ_{5}$	-0.2696	-6.13
$γ_{6}$	0.1567	2.83
$γ_{7}$	-0.0406	-0.53
$γ_{8}$	-0.0118	-0.14
$γ_{9}$	0.0131	0.23

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts