V-Lab: AIFU Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

AIFU Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:70.75% (+1.06%)

Analysis last updated: Tuesday, May 20, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1924	4.89
$α$	0.3174	8.24
$β$	0.5012	12.02
$γ_{1}$	0.6643	3.34
$γ_{2}$	-1.1355	-3.87
$γ_{3}$	0.7993	4.83
$γ_{4}$	-0.4441	-2.25
$γ_{5}$	0.0876	0.44
$γ_{6}$	0.1105	0.77
$γ_{7}$	-0.0105	-0.08
$γ_{8}$	-0.1741	-1.61

Estimation Period:
Oct 31, 2007 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts