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

V-Lab

| |

V-Lab

G8 Education Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:39.79% (+0.15%)

Analysis last updated: Thursday, May 9, 2024 at 07:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5396	5.84
$α$	0.0973	4.69
$β$	0.7013	11.35
$γ_{1}$	-0.8497	-3.47
$γ_{2}$	1.1435	3.10
$γ_{3}$	-0.0942	-0.44
$γ_{4}$	-0.3830	-2.11
$γ_{5}$	0.4262	1.68
$γ_{6}$	-0.3605	-0.86
$γ_{7}$	-0.1142	-0.22
$γ_{8}$	0.4546	1.07
$γ_{9}$	-0.0244	-0.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts