V-Lab: E Media Holdings Ltd Spline-GARCH Volatility Analysis

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V-Lab

E Media Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:72.71% (-1.15%)

Analysis last updated: Friday, May 3, 2024 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4274	3.19
$α$	0.1213	4.62
$β$	0.4505	3.99
$γ_{1}$	0.0841	0.20
$γ_{2}$	-0.4619	-0.74
$γ_{3}$	0.8212	2.09
$γ_{4}$	-0.9454	-3.22
$γ_{5}$	0.9835	4.01
$γ_{6}$	-0.9944	-3.47
$γ_{7}$	0.9713	2.72
$γ_{8}$	-0.4580	-1.34
$γ_{9}$	-0.7500	-2.36
$γ_{10}$	1.8953	3.80

Estimation Period:
Jan 5, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts