V-Lab
V-Lab

Chin Yang Chemical Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:46.03% (-3.70%)

Analysis last updated: Thursday, March 28, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chin Yang Chemical Corp S0GARCH
paramt-stat
ω1.60773.32
α0.18218.35
β0.757328.03
γ1-0.1649-1.11
γ20.36121.77
γ3-0.2731-2.17
γ4-0.0309-0.27
γ50.33152.31
γ6-0.4540-2.65
γ70.52393.85
γ8-0.5769-5.03
γ90.38833.73
Estimation Period:
Jan 29, 2001 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts