V-Lab: AirNet Technology Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

AirNet Technology Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:123.26% (-14.86%)

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
$ω$	0.8084	4.74
$α$	0.2921	7.64
$β$	0.5613	14.59
$γ_{1}$	-0.2100	-0.91
$γ_{2}$	0.2565	0.74
$γ_{3}$	-0.0021	-0.01
$γ_{4}$	-0.2239	-0.84
$γ_{5}$	0.4922	1.95
$γ_{6}$	-0.3372	-1.37
$γ_{7}$	-0.2588	-0.94
$γ_{8}$	0.5902	2.37
$γ_{9}$	-0.4659	-3.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts