V-Lab: FinTech Chain Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

FinTech Chain Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 18th, 2025:335.58% (+148.70%)

Analysis last updated: Wednesday, June 18, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6741	4.33
$α$	0.1876	3.65
$β$	0.5322	5.39
$γ_{1}$	0.7584	0.67
$γ_{2}$	-2.2780	-1.28
$γ_{3}$	2.9363	2.54
$γ_{4}$	-2.0074	-2.40
$γ_{5}$	0.3608	0.53
$γ_{6}$	0.7571	0.97
$γ_{7}$	-0.9737	-0.99
$γ_{8}$	1.2632	1.13
$γ_{9}$	-1.4502	-1.62

Estimation Period:
Nov 27, 2012 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts