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

V-Lab

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V-Lab

Heilongjiang Transportation Development Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:70.15% (+1.82%)

Analysis last updated: Saturday, May 18, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7528	4.14
$α$	0.2185	5.21
$β$	0.5691	9.15
$γ_{1}$	1.4713	3.13
$γ_{2}$	-2.1441	-2.97
$γ_{3}$	1.4960	2.76
$γ_{4}$	-1.6494	-3.13
$γ_{5}$	0.8826	1.82
$γ_{6}$	0.3579	0.83
$γ_{7}$	-0.7593	-1.49
$γ_{8}$	0.5194	0.93
$γ_{9}$	-0.0336	-0.06
$γ_{10}$	0.4085	0.53

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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