V-Lab: Youngbo Chemical Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Youngbo Chemical Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.10% (-0.60%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.1043	22.94
$β$	0.8168	102.48
$γ$	-0.0077	-1.25
$λ_{1}$	0.7839	2.04
$λ_{2}$	0.9082	2.95
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 27, 1997 to Apr 30, 2024

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