V-Lab: Douzone Bizon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Douzone Bizon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:77.33% (-4.18%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6984	12.86
$α$	0.1263	9.45
$β$	0.8026	40.06
$γ_{1}$	-0.0072	-6.76
$γ_{2}$	0.0094	6.89

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts