V-Lab: Tailim Paper Co Ltd AGARCH Volatility Analysis

V-Lab

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V-Lab

Tailim Paper Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, August 11th, 2016:452.73% (-28.23%)

Analysis last updated: Wednesday, August 10, 2016 at 08:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	0.40
$α$	0.1501	29.38
$β$	0.8861	290.80
$γ$	-0.1475	-2.40

Estimation Period:
Aug 18, 1995 to Aug 5, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts