V-Lab: Keyang Electric Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Keyang Electric Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:40.88% (-1.15%)

Analysis last updated: Thursday, April 18, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7727	7.08
$α$	0.0833	6.76
$β$	0.8707	54.68
$γ_{1}$	0.0348	2.10
$γ_{2}$	-0.0798	-3.19
$γ_{3}$	0.0667	3.66
$γ_{4}$	-0.0404	-1.82
$γ_{5}$	0.0494	1.65
$γ_{6}$	-0.0460	-1.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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