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 Monday, April 22nd, 2024:57.29% (-2.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3033	1.76
$α$	0.1734	8.79
$β$	0.6914	20.15
$γ_{1}$	0.0998	0.91
$γ_{2}$	-0.1703	-1.27
$γ_{3}$	0.0756	1.44
$γ_{4}$	0.0425	1.02
$γ_{5}$	-0.0412	-0.75
$γ_{6}$	-0.0919	-1.28
$γ_{7}$	0.1645	2.38
$γ_{8}$	-0.1018	-2.17

Estimation Period:
Jul 10, 1995 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts