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

V-Lab

Eason Technology Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:132.61% (+3.34%)

Analysis last updated: Friday, August 22, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7867	3.87
$α$	0.2819	4.73
$β$	0.6044	11.50
$γ_{1}$	0.0032	0.01
$γ_{2}$	-0.2037	-0.31
$γ_{3}$	0.9164	1.38
$γ_{4}$	-1.7179	-1.98
$γ_{5}$	2.0042	2.57
$γ_{6}$	-1.8370	-4.12
$γ_{7}$	1.3027	4.00
$γ_{8}$	-0.5421	-1.49
$γ_{9}$	0.0014	0.00

Estimation Period:
Nov 23, 2010 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts