V-Lab: China Resources Beer Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

China Resources Beer Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:41.73% (-1.26%)

Analysis last updated: Wednesday, May 1, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4248	2.76
$α$	0.0732	5.90
$β$	0.8573	38.81
$γ_{1}$	0.1493	1.51
$γ_{2}$	-0.1077	-0.84
$γ_{3}$	-0.1379	-2.33
$γ_{4}$	0.1246	2.56
$γ_{5}$	0.0654	1.57
$γ_{6}$	-0.2434	-5.92
$γ_{7}$	0.3037	4.95
$γ_{8}$	-0.2770	-2.44
$γ_{9}$	0.2045	1.54
$γ_{10}$	-0.1130	-1.43

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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