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

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V-Lab

Reyon Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.93% (-1.06%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2367	2.89
$α$	0.1299	4.48
$β$	0.7951	21.39
$γ_{1}$	0.3062	1.13
$γ_{2}$	-0.2847	-0.77
$γ_{3}$	-0.3177	-1.30
$γ_{4}$	0.6889	2.74
$γ_{5}$	-0.4750	-1.70
$γ_{6}$	-0.2803	-1.02
$γ_{7}$	0.6225	3.58

Estimation Period:
Jun 10, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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