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

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V-Lab

Jayjun Cosmetic Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:60.19% (-2.74%)

Analysis last updated: Friday, April 19, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3013	1.75
$α$	0.1728	8.80
$β$	0.6925	20.23
$γ_{1}$	0.0998	0.91
$γ_{2}$	-0.1705	-1.27
$γ_{3}$	0.0761	1.45
$γ_{4}$	0.0419	1.00
$γ_{5}$	-0.0404	-0.73
$γ_{6}$	-0.0930	-1.29
$γ_{7}$	0.1662	2.39
$γ_{8}$	-0.1035	-2.18

Estimation Period:
Jul 10, 1995 to Apr 12, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts