V-Lab: GeneOne Life Science Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

GeneOne Life Science Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.10% (-1.54%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8265	25.55
$α$	0.1371	50.88
$β$	0.8290	262.85
$γ$	-0.6650	-7.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts