V-Lab: Eason Technology Limited Zero Slope Spline-GARCH Volatility Analysis

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Eason Technology Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:107.27% (-6.22%)

Analysis last updated: Saturday, December 6, 2025 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7787	3.97
$α$	0.2838	4.80
$β$	0.5977	11.04
$γ_{1}$	-0.0432	-0.12
$γ_{2}$	-0.0795	-0.13
$γ_{3}$	0.7219	1.17
$γ_{4}$	-1.4900	-1.78
$γ_{5}$	1.8354	2.25
$γ_{6}$	-1.8291	-3.60
$γ_{7}$	1.5269	4.63
$γ_{8}$	-0.9453	-2.84
$γ_{9}$	0.3434	1.38

Estimation Period:
Nov 23, 2010 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts