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

V-Lab

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V-Lab

Hangzhou First Applied Material Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:45.09% (-0.70%)

Analysis last updated: Wednesday, May 8, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5471	4.14
$α$	0.1340	4.73
$β$	0.5583	5.62
$γ_{1}$	-1.9107	-3.90
$γ_{2}$	2.8284	4.11
$γ_{3}$	-1.3644	-3.54
$γ_{4}$	0.9020	2.49
$γ_{5}$	-0.7004	-2.08
$γ_{6}$	-0.0904	-0.30
$γ_{7}$	1.0289	2.57

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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