V-Lab: China Resources Beer Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

China Resources Beer Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.86% (-0.56%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4357	2.78
$α$	0.0738	5.93
$β$	0.8559	38.45
$γ_{1}$	0.1512	1.53
$γ_{2}$	-0.1100	-0.86
$γ_{3}$	-0.1365	-2.30
$γ_{4}$	0.1216	2.49
$γ_{5}$	0.0703	1.68
$γ_{6}$	-0.2491	-5.97
$γ_{7}$	0.3084	4.88
$γ_{8}$	-0.2794	-2.41
$γ_{9}$	0.2047	1.53
$γ_{10}$	-0.1124	-1.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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