V-Lab: Vnet Group Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Vnet Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:102.06% (+20.42%)

Analysis last updated: Thursday, May 2, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0472	8.17
$α$	0.2156	4.92
$β$	0.5337	6.71
$γ_{1}$	0.0367	3.23
$γ_{2}$	-0.0520	-3.64

Estimation Period:
Apr 22, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts