V-Lab: Chunil Express Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chunil Express Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.22% (-0.52%)

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
$ω$	0.7478	3.74
$α$	0.2957	8.59
$β$	0.5406	14.44
$γ_{1}$	-0.0212	-0.27
$γ_{2}$	0.0543	0.51
$γ_{3}$	-0.1280	-2.60
$γ_{4}$	0.1888	4.68
$γ_{5}$	-0.2085	-4.30
$γ_{6}$	0.2609	3.48
$γ_{7}$	-0.3357	-3.42
$γ_{8}$	0.3766	4.25
$γ_{9}$	-0.2572	-3.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts