V-Lab: Chasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:58.13% (+1.62%)

Analysis last updated: Friday, April 19, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5894	5.46
$α$	0.1463	7.71
$β$	0.8023	28.79
$γ_{1}$	-0.0198	-0.28
$γ_{2}$	0.1074	0.97
$γ_{3}$	-0.1967	-2.51
$γ_{4}$	0.2362	2.90
$γ_{5}$	-0.2076	-2.03
$γ_{6}$	0.0845	0.78
$γ_{7}$	0.0081	0.10

Estimation Period:
Aug 11, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts