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

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V-Lab

G8 Education Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.33% (-0.27%)

Analysis last updated: Saturday, April 20, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5348	5.81
$α$	0.0973	4.68
$β$	0.7030	11.39
$γ_{1}$	-0.8563	-3.47
$γ_{2}$	1.1509	3.10
$γ_{3}$	-0.0936	-0.43
$γ_{4}$	-0.3851	-2.10
$γ_{5}$	0.4270	1.64
$γ_{6}$	-0.3590	-0.83
$γ_{7}$	-0.1107	-0.21
$γ_{8}$	0.4226	0.99
$γ_{9}$	0.0827	0.22

Estimation Period:
Dec 5, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts