V-Lab: Youngone Corp GJR-GARCH Volatility Analysis

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V-Lab

Youngone Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:34.13% (-0.67%)

Analysis last updated: Friday, April 19, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5158	12.23
$α$	0.0592	12.01
$β$	0.8430	82.79
$γ$	0.0325	2.48

Estimation Period:
Jul 30, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts