V-Lab: HanChang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HanChang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.61% (-0.92%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8177	6.13
$α$	0.1891	7.35
$β$	0.7406	25.47
$γ_{1}$	0.0174	0.34
$γ_{2}$	0.0197	0.25
$γ_{3}$	-0.1133	-1.80
$γ_{4}$	0.0424	0.60
$γ_{5}$	0.1502	2.01
$γ_{6}$	-0.2439	-2.96
$γ_{7}$	0.1956	1.98
$γ_{8}$	-0.0106	-0.10
$γ_{9}$	-0.1818	-1.83
$γ_{10}$	0.1907	3.02

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts