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

V-Lab

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V-Lab

Jiangsu Hagong Intelligent Robot Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:53.44% (-3.05%)

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
$ω$	1.2757	4.57
$α$	0.1273	9.93
$β$	0.8017	38.82
$γ_{1}$	-0.0739	-0.97
$γ_{2}$	0.0593	0.47
$γ_{3}$	0.2425	2.58
$γ_{4}$	-0.4956	-7.99
$γ_{5}$	0.4202	5.41
$γ_{6}$	-0.2393	-2.80
$γ_{7}$	0.1738	1.85
$γ_{8}$	-0.1995	-1.68

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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