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

V-Lab

| |

V-Lab

INBIOGEN Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, May 4, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	75.8390	2.98
$α$	0.8106	19.55
$β$	0.1893	4.57
$γ_{1}$	-1.6264	-2.57
$γ_{2}$	2.9341	2.34
$γ_{3}$	-6.3385	-1.65
$γ_{4}$	10.9574	1.13
$γ_{5}$	-1.8655	-0.11
$γ_{6}$	-37.9916	-0.63
$γ_{7}$	17.8606	0.13
$γ_{8}$	69.3041	0.46
$γ_{9}$	-62.0399	-0.64

Estimation Period:
Apr 2, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts