V-Lab: Yuyu Pharma Inc MF2-GARCH Volatility Analysis

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V-Lab

Yuyu Pharma Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.45% (-0.59%)

Analysis last updated: Saturday, May 11, 2024 at 04:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1982	24.89
$β$	0.7336	49.45
$γ$	-0.0835	-9.48
$λ_{1}$	0.5324	1.78
$λ_{2}$	0.1948	1.39
$λ_{3}$	0.7635	4.61

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts