V-Lab: China Dili Group Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

China Dili Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:0.00% (0.00%)

Analysis last updated: Sunday, May 19, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.6103	196102500.00
$α$	0.6904	6903790.00
$β$	0.3095	3095300.00
$γ_{1}$	-87.0852	-870851700.00
$γ_{2}$	162.8112	1628112000.00
$γ_{3}$	-62.7866	-627865700.00
$γ_{4}$	-17.8686	-178685700.00
$γ_{5}$	-15.7982	-157982000.00
$γ_{6}$	14.5801	145801300.00
$γ_{7}$	37.8533	378532600.00
$γ_{8}$	18.2542	182541700.00
$γ_{9}$	-263.7966	-2637966000.00
$γ_{10}$	364.4242	3644242000.00

Estimation Period:
Oct 22, 2008 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts