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 Wednesday, May 21st, 2025:131.95% (-2.35%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7826	3.79
$α$	0.2905	4.72
$β$	0.5947	11.15
$γ_{1}$	0.0349	0.09
$γ_{2}$	-0.2970	-0.43
$γ_{3}$	1.0709	1.54
$γ_{4}$	-1.8789	-2.15
$γ_{5}$	2.0661	2.90
$γ_{6}$	-1.7072	-4.56
$γ_{7}$	0.9300	2.74
$γ_{8}$	-0.0105	-0.03
$γ_{9}$	-0.4101	-1.30

Estimation Period:
Nov 23, 2010 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts