V-Lab
V-Lab

Chasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:46.25% (-2.31%)

Analysis last updated: Wednesday, March 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chasys Co Ltd S0GARCH
paramt-stat
ω1.58815.44
α0.14707.67
β0.801728.58
γ1-0.0210-0.30
γ20.10960.98
γ3-0.1984-2.52
γ40.23682.88
γ5-0.2061-2.00
γ60.08120.75
γ70.01090.13
Estimation Period:
Aug 11, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts