V-Lab
V-Lab

Jooyontech Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:38.14% (-0.26%)

Analysis last updated: Thursday, March 28, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jooyontech Co Ltd S0GARCH
paramt-stat
ω1.46423.14
α0.14264.77
β0.771718.00
γ10.38271.03
γ2-0.9055-1.76
γ31.26644.18
γ4-1.4513-4.11
γ51.36632.98
γ6-1.2487-2.60
γ70.95561.79
γ8-0.4320-0.86
γ9-0.0561-0.15
γ100.20840.98
Estimation Period:
Nov 15, 2006 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts