V-Lab: Zhongfu Straits Pingtan Development Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Zhongfu Straits Pingtan Development Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:34.09% (-1.64%)

Analysis last updated: Friday, May 17, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5866	7.60
$α$	0.1098	8.55
$β$	0.8329	46.89
$γ_{1}$	0.0348	5.22
$γ_{2}$	-0.0508	-5.00
$γ_{3}$	0.0154	1.34

Estimation Period:
Mar 27, 1996 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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