V-Lab: Xlife Sciences Ag GJR-GARCH Volatility Analysis

V-Lab

Xlife Sciences Ag GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:51.92% (-2.95%)

Analysis last updated: Sunday, June 29, 2025 at 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	10.57
$α$	0.1585	5.89
$β$	0.4345	11.41
$γ$	0.1374	2.57

Estimation Period:
Feb 10, 2022 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts