V-Lab: Chin Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chin Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:36.90% (-2.71%)

Analysis last updated: Saturday, April 20, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5407	6.02
$α$	0.1568	7.30
$β$	0.7996	34.85
$γ_{1}$	0.0725	1.11
$γ_{2}$	-0.0191	-0.18
$γ_{3}$	-0.1843	-2.39
$γ_{4}$	0.1428	1.78
$γ_{5}$	0.0720	0.88
$γ_{6}$	-0.2348	-2.66
$γ_{7}$	0.2353	2.22
$γ_{8}$	0.0015	0.01
$γ_{9}$	-0.1846	-1.90
$γ_{10}$	0.1226	2.05

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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