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

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V-Lab

Pharmicell Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.63% (-1.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5707	6.53
$α$	0.1388	9.56
$β$	0.7752	29.09
$γ_{1}$	-0.0346	-0.65
$γ_{2}$	0.1146	1.44
$γ_{3}$	-0.1433	-2.64
$γ_{4}$	0.0024	0.04
$γ_{5}$	0.1716	2.37
$γ_{6}$	-0.2062	-2.06
$γ_{7}$	0.1108	1.14
$γ_{8}$	0.0628	0.80
$γ_{9}$	-0.1869	-2.32
$γ_{10}$	0.1642	2.61

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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