V-Lab: Hangzhou First Applied Material Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hangzhou First Applied Material Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:35.17% (-0.93%)

Analysis last updated: Wednesday, May 8, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5507	4.08
$α$	0.1353	4.82
$β$	0.5707	6.09
$γ_{1}$	-1.8948	-3.81
$γ_{2}$	2.8084	4.01
$γ_{3}$	-1.3679	-3.51
$γ_{4}$	0.9378	2.57
$γ_{5}$	-0.8044	-2.39
$γ_{6}$	0.1750	0.62
$γ_{7}$	0.3073	1.50

Estimation Period:
Sep 8, 2014 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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