V-Lab: PharmGen Science Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

PharmGen Science Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.69% (-1.10%)

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
$ω$	0.8026	5.82
$α$	0.2038	10.31
$β$	0.7251	29.11
$γ_{1}$	0.0097	0.26
$γ_{2}$	-0.0010	-0.02
$γ_{3}$	-0.0704	-1.85
$γ_{4}$	0.1380	3.62
$γ_{5}$	-0.1328	-3.36
$γ_{6}$	0.0912	2.18
$γ_{7}$	-0.0829	-1.96
$γ_{8}$	0.0822	2.70

Estimation Period:
Jun 15, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts