V-Lab: CJ Logistics Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CJ Logistics Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.33% (+0.58%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7386	6.07
$α$	0.0616	7.21
$β$	0.9085	73.53
$γ_{1}$	0.0089	0.24
$γ_{2}$	0.0571	1.07
$γ_{3}$	-0.2100	-5.07
$γ_{4}$	0.2620	4.23
$γ_{5}$	-0.1830	-2.05
$γ_{6}$	0.0812	0.94
$γ_{7}$	-0.0005	-0.01
$γ_{8}$	-0.0223	-0.78

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts