V-Lab: G8 Education Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

G8 Education Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.04% (+0.73%)

Analysis last updated: Saturday, April 27, 2024 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5522	5.91
$α$	0.0974	4.72
$β$	0.6942	11.06
$γ_{1}$	-0.8332	-3.41
$γ_{2}$	1.1156	3.03
$γ_{3}$	-0.0778	-0.36
$γ_{4}$	-0.3841	-2.12
$γ_{5}$	0.4083	1.59
$γ_{6}$	-0.3155	-0.74
$γ_{7}$	-0.2034	-0.40
$γ_{8}$	0.6311	1.57
$γ_{9}$	-0.4413	-1.91

Estimation Period:
Dec 5, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts