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

V-Lab

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V-Lab

Sebang Global Battery Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:41.99% (-1.92%)

Analysis last updated: Tuesday, April 30, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8774	5.90
$α$	0.0829	7.19
$β$	0.8665	45.37
$γ_{1}$	0.0298	0.66
$γ_{2}$	0.0021	0.03
$γ_{3}$	-0.1536	-3.72
$γ_{4}$	0.2512	5.52
$γ_{5}$	-0.2200	-4.16
$γ_{6}$	0.1002	2.21
$γ_{7}$	0.0203	0.51
$γ_{8}$	0.0196	0.42
$γ_{9}$	-0.1521	-1.67

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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