V-Lab: ChinHung International Inc EGARCH Volatility Analysis

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V-Lab

ChinHung International Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.39% (+2.60%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2407	20.30
$α$	0.3016	48.22
$β$	0.9204	229.17
$γ$	0.0240	3.65

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

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Volatility Forecasts

Volatility Forecasts