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 Tuesday, November 12th, 2024:64.00% (+2.63%)

Analysis last updated: Tuesday, November 12, 2024 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9318	4.91
$α$	0.1245	7.30
$β$	0.7828	24.04
$γ_{1}$	0.4058	2.21
$γ_{2}$	-0.4620	-1.72
$γ_{3}$	-0.0815	-0.49
$γ_{4}$	0.1347	0.96
$γ_{5}$	0.2597	1.66
$γ_{6}$	-0.6249	-2.81
$γ_{7}$	0.5231	2.25
$γ_{8}$	0.0581	0.31
$γ_{9}$	-0.6311	-3.68
$γ_{10}$	0.9504	4.11

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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