V-Lab: Sebang Global Battery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sebang Global Battery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:46.50% (-1.72%)

Analysis last updated: Tuesday, April 30, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8766	5.71
$α$	0.0806	7.03
$β$	0.8721	45.58
$γ_{1}$	0.0296	0.64
$γ_{2}$	0.0000	0.00
$γ_{3}$	-0.1467	-3.47
$γ_{4}$	0.2411	5.19
$γ_{5}$	-0.2091	-3.86
$γ_{6}$	0.0886	1.90
$γ_{7}$	0.0370	0.92
$γ_{8}$	-0.0142	-0.37
$γ_{9}$	-0.0623	-2.36

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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