V-Lab: Singsong Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Singsong Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:59.62% (-3.31%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7055	3.39
$α$	0.2705	3.33
$β$	0.5103	4.96
$γ_{1}$	1.5338	1.93
$γ_{2}$	-2.0987	-1.62
$γ_{3}$	0.8134	0.84
$γ_{4}$	0.2646	0.34
$γ_{5}$	-1.5583	-2.33
$γ_{6}$	2.4412	3.56
$γ_{7}$	-2.6241	-2.96
$γ_{8}$	1.9041	1.41

Estimation Period:
Nov 21, 2013 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts