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 Monday, April 22nd, 2024:0.00% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	76.5321	2.15
$α$	0.8259	14.21
$β$	0.1739	3.00
$γ_{1}$	0.8928	2.50
$γ_{2}$	-1.8247	-2.91
$γ_{3}$	2.0843	2.94
$γ_{4}$	-2.2659	-1.64
$γ_{5}$	3.9630	1.24
$γ_{6}$	-26.6744	-0.73
$γ_{7}$	-4.0290	-0.04
$γ_{8}$	87.1010	0.50
$γ_{9}$	-69.0740	-0.49

Estimation Period:
Apr 2, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts