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

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V-Lab

Jayjun Cosmetic Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:78.59% (+20.87%)

Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3199	1.78
$α$	0.1735	8.80
$β$	0.6926	20.33
$γ_{1}$	0.1021	0.94
$γ_{2}$	-0.1727	-1.30
$γ_{3}$	0.0756	1.43
$γ_{4}$	0.0430	1.03
$γ_{5}$	-0.0426	-0.78
$γ_{6}$	-0.0897	-1.24
$γ_{7}$	0.1632	2.34
$γ_{8}$	-0.1017	-2.16

Estimation Period:
Jul 10, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts