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

V-Lab

| |

V-Lab

Jayjun Cosmetic Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:67.87% (+24.85%)

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
$ω$	1.3267	1.79
$α$	0.1679	9.08
$β$	0.6998	21.00
$γ_{1}$	0.1115	1.04
$γ_{2}$	-0.1885	-1.43
$γ_{3}$	0.0865	1.65
$γ_{4}$	0.0337	0.80
$γ_{5}$	-0.0284	-0.51
$γ_{6}$	-0.1208	-1.61
$γ_{7}$	0.2320	2.80
$γ_{8}$	-0.2781	-2.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts