V-Lab: Singsong Holdings Co Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Singsong Holdings Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:53.89% (-5.90%)

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
$ω$	0.4263	12.63
$α$	0.3558	16.96
$β$	0.7626	62.50
$γ$	-0.2375	-8.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts