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

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V-Lab

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

Volatility Prediction for Monday, April 29th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	77.0918	0.37
$α$	0.6465	4.94
$β$	0.3532	147.79
$γ_{1}$	24.8055	0.19
$γ_{2}$	-19.9207	-0.09
$γ_{3}$	9.0860	0.05
$γ_{4}$	-32.4010	-0.26
$γ_{5}$	32.0104	0.14
$γ_{6}$	-26.9237	-0.10
$γ_{7}$	1.3636	0.01
$γ_{8}$	95.9351	0.90
$γ_{9}$	-206.9904	-4.68
$γ_{10}$	181.4781	26.71

Estimation Period:
Nov 1, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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