V-Lab: Keyang Electric Machinery Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Keyang Electric Machinery Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.18% (-0.71%)

Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7221	5.97
$α$	0.0804	6.42
$β$	0.8706	49.21
$γ_{1}$	0.0225	0.70
$γ_{2}$	-0.0252	-0.54
$γ_{3}$	-0.0562	-1.66
$γ_{4}$	0.1232	3.52
$γ_{5}$	-0.1216	-3.28
$γ_{6}$	0.0928	2.37
$γ_{7}$	-0.0054	-0.11
$γ_{8}$	-0.1147	-1.91

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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