V-Lab: Chinyang Poly Urethane Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Chinyang Poly Urethane Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:51.28% (-1.46%)

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
$ω$	0.7449	7.83
$α$	0.2110	8.17
$β$	0.6597	17.58
$γ_{1}$	-0.0002	-0.01
$γ_{2}$	0.0097	0.21
$γ_{3}$	-0.1208	-3.00
$γ_{4}$	0.2821	5.08
$γ_{5}$	-0.3453	-6.10
$γ_{6}$	0.3150	6.78
$γ_{7}$	-0.1810	-3.99
$γ_{8}$	0.0300	0.80

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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