V-Lab: Singsong Holdings Co Ltd EGARCH Volatility Analysis

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V-Lab

Singsong Holdings Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:54.23% (-3.58%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1020	9.52
$α$	0.2142	20.99
$β$	0.9616	312.72
$γ$	0.1188	11.46

Estimation Period:
Nov 21, 2013 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts