V-Lab: Sebang Global Battery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sebang Global Battery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:41.88% (-1.26%)

Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8743	5.71
$α$	0.0806	7.01
$β$	0.8720	45.41
$γ_{1}$	0.0286	0.62
$γ_{2}$	0.0013	0.02
$γ_{3}$	-0.1470	-3.48
$γ_{4}$	0.2414	5.23
$γ_{5}$	-0.2102	-3.90
$γ_{6}$	0.0901	1.94
$γ_{7}$	0.0366	0.91
$γ_{8}$	-0.0159	-0.41
$γ_{9}$	-0.0604	-2.29

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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