V-Lab: G8 Education Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

G8 Education Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.09% (-0.39%)

Analysis last updated: Saturday, May 4, 2024 at 07:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5562	5.92
$α$	0.0972	4.71
$β$	0.6952	11.11
$γ_{1}$	-0.8283	-3.41
$γ_{2}$	1.1112	3.03
$γ_{3}$	-0.0798	-0.37
$γ_{4}$	-0.3827	-2.13
$γ_{5}$	0.4112	1.64
$γ_{6}$	-0.3260	-0.78
$γ_{7}$	-0.1872	-0.37
$γ_{8}$	0.6195	1.54
$γ_{9}$	-0.4389	-1.88

Estimation Period:
Dec 5, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts