V-Lab: Chin Yang Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chin Yang Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:50.79% (-5.90%)

Analysis last updated: Saturday, April 13, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6030	3.32
$α$	0.1810	8.35
$β$	0.7582	28.24
$γ_{1}$	-0.1647	-1.12
$γ_{2}$	0.3621	1.78
$γ_{3}$	-0.2784	-2.21
$γ_{4}$	-0.0208	-0.18
$γ_{5}$	0.3214	2.27
$γ_{6}$	-0.4469	-2.62
$γ_{7}$	0.5173	3.76
$γ_{8}$	-0.5687	-5.04
$γ_{9}$	0.3828	3.76

Estimation Period:
Jan 29, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts