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

V-Lab

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V-Lab

Jiangsu Hagong Intelligent Robot Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:54.86% (+5.20%)

Analysis last updated: Saturday, May 11, 2024 at 01:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2751	4.59
$α$	0.1278	9.96
$β$	0.8004	38.67
$γ_{1}$	-0.0737	-0.97
$γ_{2}$	0.0589	0.47
$γ_{3}$	0.2429	2.60
$γ_{4}$	-0.4959	-8.03
$γ_{5}$	0.4209	5.44
$γ_{6}$	-0.2406	-2.83
$γ_{7}$	0.1767	1.88
$γ_{8}$	-0.2101	-1.77

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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