V-Lab: Jayjun Cosmetic Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Jayjun Cosmetic Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:74.62% (-10.93%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3401	1.78
$α$	0.1663	9.14
$β$	0.7059	21.51
$γ_{1}$	0.1132	1.05
$γ_{2}$	-0.1907	-1.45
$γ_{3}$	0.0873	1.66
$γ_{4}$	0.0338	0.80
$γ_{5}$	-0.0298	-0.53
$γ_{6}$	-0.1176	-1.55
$γ_{7}$	0.2263	2.68
$γ_{8}$	-0.2596	-2.34

Estimation Period:
Jul 10, 1995 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts