V-Lab: Fanhua Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Fanhua Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:71.55% (-5.73%)

Analysis last updated: Thursday, May 2, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5933	4.17
$α$	0.2553	7.73
$β$	0.5187	9.60
$γ_{1}$	0.0142	0.05
$γ_{2}$	0.3716	0.74
$γ_{3}$	-1.2702	-2.89
$γ_{4}$	1.9961	5.22
$γ_{5}$	-1.9908	-6.79
$γ_{6}$	1.5626	5.43
$γ_{7}$	-1.3735	-4.86
$γ_{8}$	1.3325	5.02
$γ_{9}$	-0.9240	-4.05
$γ_{10}$	0.2929	1.79

Estimation Period:
Oct 31, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts