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

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V-Lab

IsuPetasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:67.72% (-1.44%)

Analysis last updated: Friday, May 3, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4389	7.05
$α$	0.0489	6.49
$β$	0.9282	85.18
$γ_{1}$	-0.0145	-0.44
$γ_{2}$	0.0517	1.00
$γ_{3}$	-0.0766	-2.26
$γ_{4}$	0.0958	3.44
$γ_{5}$	-0.0886	-4.06

Estimation Period:
Aug 30, 2000 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts