V-Lab: Nine Entertainment Co Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nine Entertainment Co Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.14% (+3.18%)

Analysis last updated: Saturday, April 20, 2024 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4610	4.87
$α$	0.1109	3.83
$β$	0.6347	8.34
$γ_{1}$	-0.3294	-2.36
$γ_{2}$	0.4099	2.09
$γ_{3}$	-0.1557	-1.66
$γ_{4}$	0.1263	2.41

Estimation Period:
Dec 6, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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