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V-Lab

Netjoy Holdings Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Netjoy Holdings Limited SGARCH
paramt-stat
ω0.91550.12
α0.63540.04
β0.36460.02
γ1-43.3463-0.01
γ242.99170.01
γ3-1.6489-0.00
γ49.76180.05
γ5-20.0216-0.28
γ621.93630.17
γ7-8.4537-0.02
γ8-15.8743-0.01
γ955.11840.02
γ10-457.6732-0.07
Estimation Period:
Dec 17, 2020 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts