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

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V-Lab

Pharmicell Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.48% (-1.59%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5381	5.99
$α$	0.1397	9.54
$β$	0.7729	28.92
$γ_{1}$	-0.0647	-1.18
$γ_{2}$	0.1591	1.97
$γ_{3}$	-0.1628	-3.00
$γ_{4}$	0.0051	0.09
$γ_{5}$	0.1799	2.50
$γ_{6}$	-0.2178	-2.20
$γ_{7}$	0.1215	1.25
$γ_{8}$	0.0529	0.63
$γ_{9}$	-0.1744	-1.76
$γ_{10}$	0.1372	1.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts