V-Lab: Green Cross Holdings Corp EGARCH Volatility Analysis

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V-Lab

Green Cross Holdings Corp EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:33.08% (-0.93%)

Analysis last updated: Thursday, April 18, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1413	25.01
$α$	0.2862	34.64
$β$	0.9342	326.85
$γ$	0.0318	4.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts