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

V-Lab

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V-Lab

GeneOne Life Science Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:47.39% (+1.07%)

Analysis last updated: Tuesday, April 30, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6036	4.48
$α$	0.1375	10.71
$β$	0.8091	44.28
$γ_{1}$	0.0116	0.21
$γ_{2}$	0.0156	0.20
$γ_{3}$	-0.1543	-3.45
$γ_{4}$	0.2828	6.44
$γ_{5}$	-0.2691	-6.09
$γ_{6}$	0.1560	2.81
$γ_{7}$	-0.0397	-0.52
$γ_{8}$	-0.0134	-0.16
$γ_{9}$	0.0148	0.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts