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 Wednesday, November 12th, 2025:102.64% (-5.76%)

Analysis last updated: Tuesday, November 11, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7824	3.95
$α$	0.2850	4.79
$β$	0.5975	11.05
$γ_{1}$	-0.0294	-0.08
$γ_{2}$	-0.1133	-0.18
$γ_{3}$	0.7708	1.23
$γ_{4}$	-1.5465	-1.83
$γ_{5}$	1.8789	2.32
$γ_{6}$	-1.8352	-3.72
$γ_{7}$	1.4734	4.52
$γ_{8}$	-0.8359	-2.47
$γ_{9}$	0.2424	0.94

Estimation Period:
Nov 23, 2010 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts