V-Lab: Nine Entertainment Co Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nine Entertainment Co Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.79% (+2.09%)

Analysis last updated: Saturday, April 27, 2024 at 07:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4615	4.88
$α$	0.1108	3.83
$β$	0.6344	8.33
$γ_{1}$	-0.3280	-2.36
$γ_{2}$	0.4080	2.09
$γ_{3}$	-0.1545	-1.65
$γ_{4}$	0.1253	2.41

Estimation Period:
Dec 6, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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