V-Lab: Qinghai Spring Medicinal Resources Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Qinghai Spring Medicinal Resources Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:41.59% (-2.47%)

Analysis last updated: Saturday, May 4, 2024 at 08:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9276	4.84
$α$	0.1189	7.56
$β$	0.8095	29.23
$γ_{1}$	0.3071	2.49
$γ_{2}$	-0.4149	-2.32
$γ_{3}$	-0.0074	-0.07
$γ_{4}$	0.3715	3.38
$γ_{5}$	-0.5777	-3.88
$γ_{6}$	0.5843	3.69
$γ_{7}$	-0.3983	-3.12
$γ_{8}$	0.1730	2.15

Estimation Period:
May 8, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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