V-Lab: Youngone Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Youngone Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.57% (-1.09%)

Analysis last updated: Friday, May 3, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0070	14.65
$α$	0.0703	4.22
$β$	0.8536	23.96
$γ_{1}$	0.0001	0.15

Estimation Period:
Jul 30, 2009 to Apr 30, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts