V-Lab: CJ Seafood Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

CJ Seafood Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.89% (-2.04%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9357	5.43
$α$	0.1606	11.28
$β$	0.8076	53.02
$γ_{1}$	0.0378	0.58
$γ_{2}$	0.0957	0.91
$γ_{3}$	-0.3304	-4.53
$γ_{4}$	0.2807	3.83
$γ_{5}$	-0.1144	-1.34
$γ_{6}$	0.0434	0.51
$γ_{7}$	-0.0853	-0.86
$γ_{8}$	0.2635	1.61
$γ_{9}$	-0.3607	-1.72
$γ_{10}$	0.2282	1.49

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts