V-Lab
V-Lab

Chinyang Poly Urethane Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:63.70% (-8.51%)

Analysis last updated: Thursday, March 28, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinyang Poly Urethane Co Ltd S0GARCH
paramt-stat
ω0.74987.86
α0.21388.15
β0.656017.36
γ10.00010.00
γ20.01090.24
γ3-0.1252-3.09
γ40.28775.12
γ5-0.3490-6.09
γ60.31486.72
γ7-0.1774-3.85
γ80.02670.70
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts