V-Lab: AirNet Technology Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AirNet Technology Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:107.32% (-7.89%)

Analysis last updated: Thursday, May 2, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8017	3.83
$α$	0.2732	7.25
$β$	0.5834	14.39
$γ_{1}$	-0.3987	-1.03
$γ_{2}$	0.5352	0.95
$γ_{3}$	-0.2113	-0.63
$γ_{4}$	0.1328	0.46
$γ_{5}$	-0.2154	-0.58
$γ_{6}$	0.5061	1.15
$γ_{7}$	-0.3540	-0.82
$γ_{8}$	-0.3690	-0.86
$γ_{9}$	0.7087	1.95
$γ_{10}$	-0.4874	-1.94

Estimation Period:
Nov 7, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts