V-Lab: ChinHung International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ChinHung International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.41% (+1.63%)

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
$ω$	0.4405	9.47
$α$	0.1981	10.84
$β$	0.6727	22.37
$γ_{1}$	0.0343	0.84
$γ_{2}$	0.0066	0.10
$γ_{3}$	-0.1345	-2.83
$γ_{4}$	0.0846	1.71
$γ_{5}$	0.0607	1.17
$γ_{6}$	-0.0875	-1.40
$γ_{7}$	0.0297	0.35
$γ_{8}$	0.0696	0.69
$γ_{9}$	-0.1812	-1.89
$γ_{10}$	0.1913	2.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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