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

V-Lab

| |

V-Lab

Sebang Global Battery Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:41.79% (+0.68%)

Analysis last updated: Sunday, May 19, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8773	5.91
$α$	0.0827	7.18
$β$	0.8668	45.36
$γ_{1}$	0.0301	0.67
$γ_{2}$	0.0010	0.02
$γ_{3}$	-0.1520	-3.69
$γ_{4}$	0.2507	5.56
$γ_{5}$	-0.2216	-4.23
$γ_{6}$	0.1028	2.28
$γ_{7}$	0.0199	0.50
$γ_{8}$	0.0165	0.36
$γ_{9}$	-0.1497	-1.68

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sebang Global Battery Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH