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

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V-Lab

Singsong Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:61.26% (-0.55%)

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
$ω$	1.7049	3.39
$α$	0.2698	3.31
$β$	0.5102	4.95
$γ_{1}$	1.5384	1.93
$γ_{2}$	-2.0968	-1.61
$γ_{3}$	0.7882	0.82
$γ_{4}$	0.3140	0.40
$γ_{5}$	-1.6216	-2.42
$γ_{6}$	2.5006	3.60
$γ_{7}$	-2.6744	-2.96
$γ_{8}$	2.0266	1.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts