V-Lab: Meinian Onehealth Healthcare Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Meinian Onehealth Healthcare Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:34.35% (-1.23%)

Analysis last updated: Saturday, May 18, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7431	3.32
$α$	0.0860	6.51
$β$	0.8547	37.05
$γ_{1}$	0.5412	3.13
$γ_{2}$	-0.8792	-3.76
$γ_{3}$	0.5623	3.35
$γ_{4}$	-0.4319	-2.55
$γ_{5}$	0.4905	2.82
$γ_{6}$	-0.4304	-2.35
$γ_{7}$	0.1064	0.58
$γ_{8}$	0.0862	0.62

Estimation Period:
May 18, 2005 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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