V-Lab: Jiangsu Hagong Intelligent Robot Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jiangsu Hagong Intelligent Robot Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:57.37% (-2.87%)

Analysis last updated: Saturday, April 27, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2877	4.61
$α$	0.1262	9.89
$β$	0.8036	39.27
$γ_{1}$	-0.0709	-0.93
$γ_{2}$	0.0571	0.45
$γ_{3}$	0.2386	2.54
$γ_{4}$	-0.4871	-7.87
$γ_{5}$	0.4063	5.25
$γ_{6}$	-0.2159	-2.64
$γ_{7}$	0.1289	1.66
$γ_{8}$	-0.0833	-1.49

Estimation Period:
Nov 28, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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