V-Lab: Charm Engineering Co Ltd EGARCH Volatility Analysis

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V-Lab

Charm Engineering Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:35.54% (-3.18%)

Analysis last updated: Tuesday, May 7, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1186	22.47
$α$	0.2789	38.03
$β$	0.9623	585.69
$γ$	-0.0193	-3.91

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts