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

V-Lab

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V-Lab

Jooyontech Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.71% (-0.90%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5011	3.16
$α$	0.1498	5.38
$β$	0.7628	18.98
$γ_{1}$	0.3975	1.08
$γ_{2}$	-0.9189	-1.79
$γ_{3}$	1.2535	4.13
$γ_{4}$	-1.4248	-4.09
$γ_{5}$	1.3420	2.95
$γ_{6}$	-1.2525	-2.66
$γ_{7}$	1.0260	1.97
$γ_{8}$	-0.6126	-1.22
$γ_{9}$	0.2947	0.63
$γ_{10}$	-0.6526	-0.71

Estimation Period:
Nov 15, 2006 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts