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

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V-Lab

Jooyontech Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.65% (+0.12%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4528	3.08
$α$	0.1419	4.72
$β$	0.7752	18.14
$γ_{1}$	0.3437	0.92
$γ_{2}$	-0.8295	-1.60
$γ_{3}$	1.1831	3.85
$γ_{4}$	-1.3532	-3.81
$γ_{5}$	1.2693	2.73
$γ_{6}$	-1.1719	-2.43
$γ_{7}$	0.8965	1.70
$γ_{8}$	-0.3672	-0.74
$γ_{9}$	-0.1497	-0.39
$γ_{10}$	0.2966	1.39

Estimation Period:
Nov 15, 2006 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts