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

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V-Lab

Pharmicell Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.04% (+2.85%)

Analysis last updated: Saturday, May 11, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5390	6.02
$α$	0.1401	9.56
$β$	0.7725	28.95
$γ_{1}$	-0.0654	-1.20
$γ_{2}$	0.1604	2.00
$γ_{3}$	-0.1641	-3.04
$γ_{4}$	0.0065	0.12
$γ_{5}$	0.1793	2.52
$γ_{6}$	-0.2194	-2.24
$γ_{7}$	0.1253	1.30
$γ_{8}$	0.0483	0.58
$γ_{9}$	-0.1708	-1.73
$γ_{10}$	0.1300	0.96

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts