V-Lab: Hannong Chemicals Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hannong Chemicals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:63.81% (+3.89%)

Analysis last updated: Friday, April 19, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8379	3.12
$α$	0.1256	6.32
$β$	0.7994	23.07
$γ_{1}$	-0.4604	-2.26
$γ_{2}$	0.8560	3.06
$γ_{3}$	-0.8410	-4.01
$γ_{4}$	0.8974	4.10
$γ_{5}$	-0.9081	-3.90
$γ_{6}$	0.9344	3.41
$γ_{7}$	-0.8386	-2.74
$γ_{8}$	0.6005	2.05
$γ_{9}$	-0.2936	-0.83
$γ_{10}$	-0.0021	-0.01

Estimation Period:
Jan 9, 2003 to Apr 12, 2024

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Volatility Forecasts

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