Skip to main content
V-Lab

Janus Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.33% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Janus Corp Ltd S0GARCH
paramt-stat
ω0.72840.18
α0.37240.01
β0.62760.02
γ1-27.0962-0.02
γ233.92740.02
γ3-9.1575-0.02
γ44.46760.04
γ5-5.3701-0.02
γ68.51610.02
γ7-22.1737-0.01
γ829.58010.01
Estimation Period:
Feb 6, 2020 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts