V-Lab
V-Lab

Reyon Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:27.61% (-1.06%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reyon Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.23482.89
α0.12974.48
β0.795321.41
γ10.30531.13
γ2-0.2859-0.77
γ3-0.3131-1.29
γ40.68752.74
γ5-0.4821-1.73
γ6-0.2699-0.99
γ70.61903.53
Estimation Period:
Jun 10, 2010 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts