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

V-Lab

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V-Lab

FinTech Chain Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:97.03% (+11.80%)

Analysis last updated: Wednesday, May 15, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4836	4.31
$α$	0.2623	3.69
$β$	0.4386	4.48
$γ_{1}$	-1.0210	-3.50
$γ_{2}$	1.4890	3.59
$γ_{3}$	-0.7741	-2.41
$γ_{4}$	0.5210	1.51
$γ_{5}$	-0.3672	-0.70

Estimation Period:
Nov 27, 2012 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts