V-Lab: Jiangsu Hagong Intelligent Robot Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jiangsu Hagong Intelligent Robot Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:53.82% (-2.05%)

Analysis last updated: Thursday, May 9, 2024 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2876	4.63
$α$	0.1265	9.90
$β$	0.8028	39.21
$γ_{1}$	-0.0709	-0.93
$γ_{2}$	0.0571	0.45
$γ_{3}$	0.2387	2.54
$γ_{4}$	-0.4873	-7.89
$γ_{5}$	0.4063	5.27
$γ_{6}$	-0.2154	-2.64
$γ_{7}$	0.1272	1.64
$γ_{8}$	-0.0809	-1.46

Estimation Period:
Nov 28, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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