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

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V-Lab

China Resources Beer Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:41.77% (+4.29%)

Analysis last updated: Saturday, May 11, 2024 at 04:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5036	2.87
$α$	0.0733	6.03
$β$	0.8581	39.44
$γ_{1}$	0.1628	1.69
$γ_{2}$	-0.1253	-1.00
$γ_{3}$	-0.1332	-2.27
$γ_{4}$	0.1222	2.51
$γ_{5}$	0.0728	1.73
$γ_{6}$	-0.2574	-6.15
$γ_{7}$	0.3210	5.00
$γ_{8}$	-0.2956	-2.43
$γ_{9}$	0.2299	1.48
$γ_{10}$	-0.1682	-1.11

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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