V-Lab: China Resources Beer Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

China Resources Beer Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.90% (+0.03%)

Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4246	2.76
$α$	0.0733	5.93
$β$	0.8569	38.72
$γ_{1}$	0.1496	1.51
$γ_{2}$	-0.1081	-0.84
$γ_{3}$	-0.1370	-2.31
$γ_{4}$	0.1218	2.50
$γ_{5}$	0.0704	1.68
$γ_{6}$	-0.2492	-5.98
$γ_{7}$	0.3086	4.90
$γ_{8}$	-0.2798	-2.42
$γ_{9}$	0.2054	1.54
$γ_{10}$	-0.1129	-1.43

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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