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 Thursday, April 18th, 2024:40.54% (-1.37%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4265	2.77
$α$	0.0736	5.95
$β$	0.8561	38.50
$γ_{1}$	0.1505	1.51
$γ_{2}$	-0.1093	-0.85
$γ_{3}$	-0.1360	-2.29
$γ_{4}$	0.1191	2.44
$γ_{5}$	0.0750	1.79
$γ_{6}$	-0.2547	-6.03
$γ_{7}$	0.3131	4.84
$γ_{8}$	-0.2822	-2.40
$γ_{9}$	0.2059	1.54
$γ_{10}$	-0.1127	-1.43

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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