V-Lab: GeneOne Life Science Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GeneOne Life Science Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:44.59% (-0.26%)

Analysis last updated: Friday, May 3, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5969	4.43
$α$	0.1378	10.70
$β$	0.8085	44.06
$γ_{1}$	0.0102	0.18
$γ_{2}$	0.0167	0.21
$γ_{3}$	-0.1531	-3.43
$γ_{4}$	0.2812	6.42
$γ_{5}$	-0.2680	-6.10
$γ_{6}$	0.1553	2.82
$γ_{7}$	-0.0385	-0.50
$γ_{8}$	-0.0154	-0.18
$γ_{9}$	0.0167	0.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts