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

V-Lab

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V-Lab

Jooyontech Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.74% (+4.87%)

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
$ω$	1.4960	3.13
$α$	0.1497	5.40
$β$	0.7647	19.37
$γ_{1}$	0.3769	1.01
$γ_{2}$	-0.8793	-1.70
$γ_{3}$	1.2109	3.95
$γ_{4}$	-1.3751	-3.93
$γ_{5}$	1.2943	2.82
$γ_{6}$	-1.2183	-2.58
$γ_{7}$	1.0085	1.95
$γ_{8}$	-0.6095	-1.24
$γ_{9}$	0.3074	0.69
$γ_{10}$	-0.7433	-0.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts