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

V-Lab

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V-Lab

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

Volatility Prediction for Friday, May 17th, 2024:56.80% (+2.59%)

Analysis last updated: Friday, May 17, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8446	4.98
$α$	0.1231	7.08
$β$	0.8029	27.22
$γ_{1}$	0.1752	2.85
$γ_{2}$	-0.3358	-3.87
$γ_{3}$	0.2974	5.41
$γ_{4}$	-0.2872	-4.09
$γ_{5}$	0.3326	3.92
$γ_{6}$	-0.5084	-4.61

Estimation Period:
May 8, 2001 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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