V-Lab: Quantum Health Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Quantum Health Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 21st, 2022:0.00% (0.00%)

Analysis last updated: Friday, October 21, 2022 at 07:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5903	1.40
$α$	0.4742	69.52
$β$	0.5257	77.48
$γ_{1}$	-2.0974	-0.45
$γ_{2}$	0.8105	0.15
$γ_{3}$	3.3984	2.04
$γ_{4}$	-10.0179	-2.73
$γ_{5}$	-2.9353	-0.08
$γ_{6}$	33.7124	0.37
$γ_{7}$	-20.0277	-0.20
$γ_{8}$	3.2199	0.03
$γ_{9}$	-66.2214	-1.30
$γ_{10}$	105.7906	6.92

Estimation Period:
Jan 13, 2003 to Oct 14, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts