V-Lab: Visang Education Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Visang Education Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:62.56% (-0.29%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3917	5.44
$α$	0.2201	3.48
$β$	0.6041	6.41
$γ_{1}$	0.6642	3.13
$γ_{2}$	-0.3998	-1.24
$γ_{3}$	-0.9318	-3.89
$γ_{4}$	1.2848	4.78
$γ_{5}$	-0.9995	-3.09
$γ_{6}$	0.6897	1.60
$γ_{7}$	-0.4841	-0.78
$γ_{8}$	0.0236	0.03
$γ_{9}$	0.9557	1.14

Estimation Period:
Jun 30, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts