V-Lab: Handsome Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Handsome Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:17.86% (-0.25%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0249	9.34
$α$	0.0862	6.36
$β$	0.8420	38.53
$γ_{1}$	-0.0619	-4.51
$γ_{2}$	0.0888	4.35
$γ_{3}$	-0.0405	-2.92
$γ_{4}$	0.0403	2.80
$γ_{5}$	-0.0842	-3.38

Estimation Period:
Jul 3, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts