V-Lab: Yuyu Pharma Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Yuyu Pharma Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.04% (-0.41%)

Analysis last updated: Saturday, May 4, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9488	3.48
$α$	0.1531	10.50
$β$	0.8138	49.35
$γ_{1}$	-0.0399	-0.60
$γ_{2}$	0.1072	1.15
$γ_{3}$	-0.1877	-3.28
$γ_{4}$	0.2025	3.53
$γ_{5}$	-0.1006	-1.51
$γ_{6}$	0.0138	0.16
$γ_{7}$	0.0374	0.45
$γ_{8}$	-0.0893	-1.45
$γ_{9}$	0.0874	2.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts