V-Lab: 51 Talk Online Education Group Zero Slope Spline-GARCH Volatility Analysis

V-Lab

51 Talk Online Education Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:55.31% (-0.20%)

Analysis last updated: Tuesday, May 20, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8123	3.60
$α$	0.2098	4.11
$β$	0.5160	5.50
$γ_{1}$	1.2942	1.03
$γ_{2}$	-1.9856	-1.06
$γ_{3}$	1.8701	1.48
$γ_{4}$	-2.7833	-2.41
$γ_{5}$	3.2710	3.73
$γ_{6}$	-3.5571	-4.11
$γ_{7}$	2.6649	2.47
$γ_{8}$	-0.3239	-0.31
$γ_{9}$	-0.7504	-0.99

Estimation Period:
Jun 10, 2016 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts