V-Lab: GeneOne Life Science Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

GeneOne Life Science Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:47.39% (+0.96%)

Analysis last updated: Tuesday, April 30, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7456	22.29
$α$	0.1430	23.15
$β$	0.8506	267.66
$γ$	-0.0515	-5.65

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts