V-Lab: Sebang Global Battery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sebang Global Battery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:49.41% (+0.64%)

Analysis last updated: Sunday, April 21, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8850	5.81
$α$	0.0806	7.03
$β$	0.8723	45.67
$γ_{1}$	0.0290	0.63
$γ_{2}$	0.0024	0.04
$γ_{3}$	-0.1499	-3.53
$γ_{4}$	0.2429	5.19
$γ_{5}$	-0.2092	-3.83
$γ_{6}$	0.0881	1.88
$γ_{7}$	0.0363	0.90
$γ_{8}$	-0.0119	-0.30
$γ_{9}$	-0.0641	-2.43

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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