V-Lab: E Investment&Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

E Investment&Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:0.00% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.6966	0.01
$α$	0.6097	0.13
$β$	0.3903	0.10
$γ_{1}$	20.9265	0.11
$γ_{2}$	-9.0548	-0.00
$γ_{3}$	-16.7660	-0.01
$γ_{4}$	-2.4105	-0.00
$γ_{5}$	18.9923	0.05
$γ_{6}$	-5.6739	-0.02
$γ_{7}$	-25.3330	-0.02
$γ_{8}$	76.5636	0.01
$γ_{9}$	-151.8509	-0.03
$γ_{10}$	141.9423	0.19

Estimation Period:
Nov 1, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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