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

V-Lab

| |

V-Lab

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

Volatility Prediction for Wednesday, April 17th, 2024:53.13% (-2.16%)

Analysis last updated: Wednesday, April 17, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8769	5.72
$α$	0.0807	7.02
$β$	0.8720	45.52
$γ_{1}$	0.0274	0.59
$γ_{2}$	0.0043	0.06
$γ_{3}$	-0.1501	-3.53
$γ_{4}$	0.2426	5.19
$γ_{5}$	-0.2087	-3.83
$γ_{6}$	0.0872	1.86
$γ_{7}$	0.0377	0.94
$γ_{8}$	-0.0140	-0.36
$γ_{9}$	-0.0623	-2.36

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sebang Global Battery Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH