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

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V-Lab

Jeil Pharma Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.54% (-1.55%)

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
$ω$	0.9845	4.82
$α$	0.1414	7.42
$β$	0.8295	35.95
$γ_{1}$	0.0009	0.02
$γ_{2}$	0.0546	0.67
$γ_{3}$	-0.2033	-3.64
$γ_{4}$	0.2892	5.74
$γ_{5}$	-0.2275	-3.33
$γ_{6}$	0.1597	1.70
$γ_{7}$	-0.1090	-1.21
$γ_{8}$	0.0217	0.24
$γ_{9}$	0.0585	0.37

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

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Volatility Forecasts

Volatility Forecasts