V-Lab: Singsong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Singsong Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:49.57% (-0.66%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7004	3.36
$α$	0.2708	3.30
$β$	0.5126	4.93
$γ_{1}$	1.5224	1.90
$γ_{2}$	-2.0736	-1.58
$γ_{3}$	0.7804	0.80
$γ_{4}$	0.3042	0.39
$γ_{5}$	-1.5819	-2.38
$γ_{6}$	2.4002	3.74
$γ_{7}$	-2.4297	-3.56
$γ_{8}$	1.3435	2.32

Estimation Period:
Nov 21, 2013 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts