V-Lab: Singsong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Singsong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:54.93% (-5.08%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7023	3.37
$α$	0.2694	3.29
$β$	0.5134	4.92
$γ_{1}$	1.5321	1.90
$γ_{2}$	-2.0790	-1.58
$γ_{3}$	0.7598	0.78
$γ_{4}$	0.3469	0.44
$γ_{5}$	-1.6316	-2.44
$γ_{6}$	2.4293	3.75
$γ_{7}$	-2.4094	-3.44
$γ_{8}$	1.2942	2.19

Estimation Period:
Nov 21, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts