V-Lab: Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:33.38% (+1.63%)

Analysis last updated: Saturday, April 13, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1658	2.62
$α$	0.0965	3.29
$β$	0.8780	23.83
$γ_{1}$	-0.1184	-0.30
$γ_{2}$	0.0311	0.05
$γ_{3}$	0.0215	0.04
$γ_{4}$	0.1457	0.35
$γ_{5}$	0.4960	1.31
$γ_{6}$	-2.0675	-3.44
$γ_{7}$	3.1405	3.80
$γ_{8}$	-2.3771	-2.77
$γ_{9}$	0.8428	0.95
$γ_{10}$	-0.1731	-0.31

Estimation Period:
Dec 9, 2005 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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