V-Lab: EcoVive Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

EcoVive Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 8th, 2023:62939.07% (-90786.92%)

Analysis last updated: Wednesday, November 8, 2023 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1230	1230200.00
$α$	0.8324	8323680.00
$β$	0.1676	1676280.00
$γ_{1}$	0.9066	9065930.00
$γ_{2}$	-4.4692	-44691890.00
$γ_{3}$	0.3947	3947170.00
$γ_{4}$	17.2556	172555800.00
$γ_{5}$	-22.5231	-225231400.00
$γ_{6}$	8.6748	86748480.00
$γ_{7}$	-0.4152	-4152410.00
$γ_{8}$	0.5983	5982900.00
$γ_{9}$	-40.0680	-400679600.00
$γ_{10}$	156.6260	1566260000.00

Estimation Period:
Jan 3, 1990 to Nov 3, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts