Amtd Idea Group Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.30%
decreased by 1.53%
1 Week
45.78%
increased by 8.95%
1 Month
53.11%
increased by 16.28%
Analysis last updated: Tuesday, June 9, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6264 | 2.49 | |
| 0.4823 | 4.29 | |
| 0.2066 | 2.41 | |
| -1.6380 | -1.26 | |
| 3.6982 | 1.95 | |
| -4.7303 | -3.80 | |
| 4.7304 | 4.54 | |
| -3.0581 | -4.18 | |
| 1.2686 | 2.68 |
Estimation Period:
Aug 5, 2019 to Jun 5, 2026
Aug 5, 2019 to Jun 5, 2026
Other Amtd Idea Group Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts