V-Lab: Vanfund Urban Investment & Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Vanfund Urban Investment & Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:37.45% (-2.64%)

Analysis last updated: Saturday, May 18, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4002	4.92
$α$	0.1495	7.02
$β$	0.7637	27.79
$γ_{1}$	0.0969	1.88
$γ_{2}$	-0.1386	-1.77
$γ_{3}$	0.0855	1.83
$γ_{4}$	-0.0999	-3.03
$γ_{5}$	0.0848	3.79

Estimation Period:
Nov 26, 1996 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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