V-Lab: Jeil Pharma Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jeil Pharma Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.55% (-1.68%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9448	4.60
$α$	0.1411	7.46
$β$	0.8290	36.13
$γ_{1}$	-0.0019	-0.03
$γ_{2}$	0.0520	0.63
$γ_{3}$	-0.1898	-3.41
$γ_{4}$	0.2743	5.44
$γ_{5}$	-0.2146	-3.14
$γ_{6}$	0.1504	1.61
$γ_{7}$	-0.1081	-1.23
$γ_{8}$	0.0396	0.53
$γ_{9}$	-0.0031	-0.05

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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