V-Lab: G8 Education Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

G8 Education Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.14% (-0.32%)

Analysis last updated: Saturday, April 20, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5442	5.89
$α$	0.0985	4.74
$β$	0.6895	10.84
$γ_{1}$	-0.8375	-3.43
$γ_{2}$	1.1207	3.05
$γ_{3}$	-0.0783	-0.37
$γ_{4}$	-0.3843	-2.12
$γ_{5}$	0.4080	1.59
$γ_{6}$	-0.3138	-0.74
$γ_{7}$	-0.2069	-0.40
$γ_{8}$	0.6374	1.58
$γ_{9}$	-0.4491	-1.93

Estimation Period:
Dec 5, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts