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 Friday, April 19th, 2024:62.57% (+0.63%)

Analysis last updated: Saturday, April 20, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7032	3.34
$α$	0.2694	3.29
$β$	0.5169	4.97
$γ_{1}$	1.5319	1.87
$γ_{2}$	-2.0687	-1.55
$γ_{3}$	0.7272	0.75
$γ_{4}$	0.4002	0.50
$γ_{5}$	-1.6880	-2.50
$γ_{6}$	2.4624	3.74
$γ_{7}$	-2.3978	-3.35
$γ_{8}$	1.2564	2.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts