V-Lab
Nine Entertainment Co Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:40.09% (+1.74%)
Analysis last updated: Wednesday, May 8, 2024 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6261 | 4.24 | |
| 0.0996 | 3.85 | |
| 0.6209 | 7.44 | |
| 0.9798 | 1.19 | |
| -1.6861 | -1.22 | |
| 0.2604 | 0.21 | |
| 1.4006 | 1.23 | |
| -1.8630 | -2.14 | |
| 1.6910 | 2.39 | |
| -1.6417 | -2.82 | |
| 1.7770 | 2.69 | |
| -2.2466 | -2.94 | |
| 3.8812 | 4.23 |
Estimation Period:
Dec 6, 2013 to May 3, 2024
Dec 6, 2013 to May 3, 2024
News Impact Curve
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