V-Lab: Qinghai Spring Medicinal Resources Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Qinghai Spring Medicinal Resources Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:52.12% (+3.96%)

Analysis last updated: Saturday, November 9, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9141	4.86
$α$	0.1212	7.53
$β$	0.8048	28.29
$γ_{1}$	0.2966	2.59
$γ_{2}$	-0.4207	-2.53
$γ_{3}$	0.0484	0.49
$γ_{4}$	0.2895	3.11
$γ_{5}$	-0.5177	-3.97
$γ_{6}$	0.5927	3.90
$γ_{7}$	-0.4694	-3.66
$γ_{8}$	0.2383	2.95

Estimation Period:
May 8, 2001 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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