V-Lab: Vanfund Urban Investment & Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Vanfund Urban Investment & Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:50.62% (+6.52%)

Analysis last updated: Tuesday, May 7, 2024 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4007	4.92
$α$	0.1501	7.03
$β$	0.7627	27.67
$γ_{1}$	0.0974	1.89
$γ_{2}$	-0.1394	-1.78
$γ_{3}$	0.0860	1.85
$γ_{4}$	-0.1003	-3.05
$γ_{5}$	0.0848	3.79

Estimation Period:
Nov 26, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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