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, July 28th, 2025:101.69% (-0.74%)

Analysis last updated: Friday, July 25, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7919	3.86
$α$	0.2856	4.74
$β$	0.6009	11.39
$γ_{1}$	0.0145	0.04
$γ_{2}$	-0.2377	-0.36
$γ_{3}$	0.9754	1.44
$γ_{4}$	-1.7844	-2.05
$γ_{5}$	2.0402	2.70
$γ_{6}$	-1.8098	-4.33
$γ_{7}$	1.1951	3.65
$γ_{8}$	-0.3889	-1.04
$γ_{9}$	-0.1085	-0.37

Estimation Period:
Nov 23, 2010 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts