V-Lab: Jooyontech Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jooyontech Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:29.16% (-0.24%)

Analysis last updated: Friday, May 3, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4464	3.06
$α$	0.1414	4.71
$β$	0.7771	18.31
$γ_{1}$	0.3254	0.87
$γ_{2}$	-0.7934	-1.52
$γ_{3}$	1.1427	3.69
$γ_{4}$	-1.3053	-3.67
$γ_{5}$	1.2222	2.61
$γ_{6}$	-1.1363	-2.36
$γ_{7}$	0.8737	1.67
$γ_{8}$	-0.3499	-0.71
$γ_{9}$	-0.1677	-0.44
$γ_{10}$	0.3140	1.45

Estimation Period:
Nov 15, 2006 to Apr 30, 2024

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