V-Lab: Crown Haitai Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Crown Haitai Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.18% (-1.37%)

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
$ω$	0.5916	7.70
$α$	0.1900	9.32
$β$	0.6197	15.16
$γ_{1}$	0.0200	0.47
$γ_{2}$	0.0024	0.04
$γ_{3}$	-0.0729	-1.54
$γ_{4}$	-0.0101	-0.20
$γ_{5}$	0.1377	2.37
$γ_{6}$	-0.1257	-2.16
$γ_{7}$	0.1532	2.83
$γ_{8}$	-0.2217	-3.50
$γ_{9}$	0.1635	2.55
$γ_{10}$	-0.0459	-0.99

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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