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

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V-Lab

Wellbiotec Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:51.70% (-0.37%)

Analysis last updated: Saturday, May 4, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4544	6.33
$α$	0.1266	7.29
$β$	0.7906	29.99
$γ_{1}$	-0.0233	-0.54
$γ_{2}$	0.1426	2.16
$γ_{3}$	-0.1835	-3.69
$γ_{4}$	0.0196	0.40
$γ_{5}$	0.1247	2.37
$γ_{6}$	-0.1194	-2.12
$γ_{7}$	0.0420	0.96

Estimation Period:
Jul 18, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts