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

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V-Lab

Jeil Pharma Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:43.59% (+4.43%)

Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9469	4.59
$α$	0.1413	7.46
$β$	0.8291	36.15
$γ_{1}$	-0.0024	-0.04
$γ_{2}$	0.0520	0.63
$γ_{3}$	-0.1887	-3.39
$γ_{4}$	0.2730	5.42
$γ_{5}$	-0.2133	-3.13
$γ_{6}$	0.1493	1.60
$γ_{7}$	-0.1082	-1.23
$γ_{8}$	0.0409	0.54
$γ_{9}$	-0.0041	-0.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts