V-Lab: AirNet Technology Inc GJR-GARCH Volatility Analysis

V-Lab

AirNet Technology Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:105.78% (-11.62%)

Analysis last updated: Tuesday, May 20, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7513	18.38
$α$	0.2155	19.72
$β$	0.7552	96.80
$γ$	0.0023	0.12

Estimation Period:
Nov 7, 2007 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts