V-Lab
V-Lab

Chin Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:38.09% (-3.01%)

Analysis last updated: Thursday, March 28, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chin Yang Industry Co Ltd S0GARCH
paramt-stat
ω0.51265.65
α0.15827.30
β0.797534.28
γ10.07121.06
γ2-0.0256-0.24
γ3-0.1708-2.20
γ40.13471.66
γ50.07560.91
γ6-0.2360-2.64
γ70.23372.19
γ80.00410.04
γ9-0.1845-1.91
γ100.12082.04
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts