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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, May 6th, 2024:31.01% (-3.00%)

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
$ω$	0.8404	5.07
$α$	0.1247	7.02
$β$	0.7962	25.97
$γ_{1}$	0.1769	2.93
$γ_{2}$	-0.3391	-3.99
$γ_{3}$	0.3006	5.58
$γ_{4}$	-0.2915	-4.24
$γ_{5}$	0.3397	4.11
$γ_{6}$	-0.5223	-4.87

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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