V-Lab: Jeil Pharma Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

Jeil Pharma Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:33.62% (-2.41%)

Analysis last updated: Sunday, May 19, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2535	21.17
$β$	0.4094	14.47
$γ$	-0.0321	-2.05
$λ_{1}$	0.9313	1.49
$λ_{2}$	0.2967	1.46
$λ_{3}$	0.6443	2.64

Estimation Period:
Jan 3, 1990 to May 17, 2024

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