V-Lab: Lenovo Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Lenovo Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:41.27% (-1.41%)

Analysis last updated: Sunday, May 19, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8206	7.82
$α$	0.1478	8.22
$β$	0.7449	28.34
$γ_{1}$	-0.0800	-5.88
$γ_{2}$	0.1224	6.08
$γ_{3}$	-0.0820	-6.15
$γ_{4}$	0.0829	6.74
$γ_{5}$	-0.0612	-6.81

Estimation Period:
Feb 14, 1994 to May 17, 2024

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Volatility Forecasts

Volatility Forecasts