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

V-Lab

| |

V-Lab

Wellbiotec Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:76.91% (-2.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3343	5.31
$α$	0.1272	7.02
$β$	0.7855	28.31
$γ_{1}$	-0.0856	-1.28
$γ_{2}$	0.2323	2.27
$γ_{3}$	-0.1735	-2.34
$γ_{4}$	-0.0409	-0.63
$γ_{5}$	0.0703	1.11
$γ_{6}$	0.0897	1.19
$γ_{7}$	-0.1935	-2.01
$γ_{8}$	0.2217	1.41

Estimation Period:
Jul 18, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts