V-Lab: Weibo Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Weibo Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:59.76% (-1.71%)

Analysis last updated: Friday, May 3, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0140	12.34
$α$	0.0865	3.55
$β$	0.6503	8.07
$γ_{1}$	0.0003	0.21

Estimation Period:
Apr 18, 2014 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts