V-Lab
V-Lab

Reyon Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:21.54% (-0.64%)

Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reyon Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.23362.89
α0.13014.49
β0.794121.31
γ10.30521.13
γ2-0.2863-0.78
γ3-0.3117-1.28
γ40.68472.74
γ5-0.4773-1.71
γ6-0.2784-1.02
γ70.62523.59
Estimation Period:
Jun 10, 2010 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts