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

V-Lab

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V-Lab

China Resources Beer Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:42.00% (+0.03%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5073	2.88
$α$	0.0735	6.05
$β$	0.8574	39.25
$γ_{1}$	0.1634	1.69
$γ_{2}$	-0.1260	-1.00
$γ_{3}$	-0.1324	-2.25
$γ_{4}$	0.1195	2.45
$γ_{5}$	0.0777	1.84
$γ_{6}$	-0.2631	-6.21
$γ_{7}$	0.3255	4.94
$γ_{8}$	-0.2973	-2.40
$γ_{9}$	0.2281	1.47
$γ_{10}$	-0.1593	-1.06

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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