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

V-Lab

| |

V-Lab

Jooyontech Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.93% (-0.61%)

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
$ω$	1.4524	3.09
$α$	0.1421	4.74
$β$	0.7746	18.17
$γ_{1}$	0.3449	0.92
$γ_{2}$	-0.8314	-1.61
$γ_{3}$	1.1844	3.86
$γ_{4}$	-1.3545	-3.82
$γ_{5}$	1.2707	2.74
$γ_{6}$	-1.1740	-2.44
$γ_{7}$	0.9018	1.71
$γ_{8}$	-0.3790	-0.77
$γ_{9}$	-0.1294	-0.34
$γ_{10}$	0.2782	1.30

Estimation Period:
Nov 15, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts