V-Lab: Green Cross Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Green Cross Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.74% (+2.37%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7611	5.09
$α$	0.1694	8.01
$β$	0.7437	27.03
$γ_{1}$	0.0436	0.92
$γ_{2}$	-0.0403	-0.59
$γ_{3}$	-0.0959	-2.03
$γ_{4}$	0.1789	4.04
$γ_{5}$	-0.1201	-2.28
$γ_{6}$	0.0534	0.86
$γ_{7}$	-0.0231	-0.40
$γ_{8}$	-0.0221	-0.51
$γ_{9}$	0.0439	1.79

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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