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

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V-Lab

INBIOGEN Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:0.00% (0.00%)

Analysis last updated: Thursday, April 18, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	68.7813	1.94
$α$	0.8243	13.40
$β$	0.1754	2.86
$γ_{1}$	0.9914	2.84
$γ_{2}$	-1.9506	-3.18
$γ_{3}$	2.1172	3.09
$γ_{4}$	-2.2533	-1.73
$γ_{5}$	3.8181	1.27
$γ_{6}$	-24.3344	-0.74
$γ_{7}$	-9.4867	-0.09
$γ_{8}$	91.6503	0.52
$γ_{9}$	-70.4441	-0.47

Estimation Period:
Apr 2, 2008 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts