V-Lab: Jooyontech Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Jooyontech Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:36.60% (+2.58%)

Analysis last updated: Saturday, May 11, 2024 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1313	16.98
$β$	0.7663	54.79
$γ$	-0.0349	-3.39
$λ_{1}$	5.4949	0.46
$λ_{2}$	0.6016	0.41
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 15, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts