V-Lab: Pharmicell Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pharmicell Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.98% (-1.19%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5709	6.52
$α$	0.1391	9.58
$β$	0.7749	29.10
$γ_{1}$	-0.0340	-0.64
$γ_{2}$	0.1132	1.42
$γ_{3}$	-0.1417	-2.61
$γ_{4}$	0.0007	0.01
$γ_{5}$	0.1729	2.39
$γ_{6}$	-0.2069	-2.07
$γ_{7}$	0.1113	1.14
$γ_{8}$	0.0623	0.79
$γ_{9}$	-0.1866	-2.32
$γ_{10}$	0.1641	2.62

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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