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

V-Lab

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V-Lab

GeneOne Life Science Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.01% (+2.29%)

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
$ω$	0.5659	5.00
$α$	0.1469	10.58
$β$	0.7829	37.76
$γ_{1}$	-0.0093	-0.18
$γ_{2}$	0.0496	0.71
$γ_{3}$	-0.1791	-4.45
$γ_{4}$	0.3072	7.66
$γ_{5}$	-0.2980	-7.36
$γ_{6}$	0.1947	3.78
$γ_{7}$	-0.0998	-1.40
$γ_{8}$	0.1109	1.27
$γ_{9}$	-0.3329	-3.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts