V-Lab: Heilongjiang Transportation Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Heilongjiang Transportation Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:56.75% (+2.46%)

Analysis last updated: Saturday, May 18, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7595	4.10
$α$	0.2241	5.22
$β$	0.5712	9.37
$γ_{1}$	1.4318	3.01
$γ_{2}$	-2.0762	-2.84
$γ_{3}$	1.4426	2.64
$γ_{4}$	-1.6072	-3.03
$γ_{5}$	0.8658	1.76
$γ_{6}$	0.3317	0.76
$γ_{7}$	-0.6620	-1.28
$γ_{8}$	0.2752	0.49
$γ_{9}$	0.5143	1.15
$γ_{10}$	-0.9067	-2.88

Estimation Period:
Mar 19, 2010 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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