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

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V-Lab

INBIOGEN Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:0.00% (0.00%)

Analysis last updated: Tuesday, April 30, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.0493	160493300.00
$α$	0.7471	7471360.00
$β$	0.2529	2528640.00
$γ_{1}$	9.0449	90448570.00
$γ_{2}$	3.5700	35700290.00
$γ_{3}$	-30.8357	-308356900.00
$γ_{4}$	29.9210	299210000.00
$γ_{5}$	26.4615	264614900.00
$γ_{6}$	-81.4940	-814940200.00
$γ_{7}$	29.3072	293072100.00
$γ_{8}$	39.4219	394218800.00
$γ_{9}$	-25.3536	-253535700.00

Estimation Period:
Apr 2, 2008 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts