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

V-Lab

| |

V-Lab

Green Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:41.73% (-1.22%)

Analysis last updated: Thursday, April 18, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1000	2.84
$α$	0.1642	5.54
$β$	0.6367	10.02
$γ_{1}$	0.6124	2.09
$γ_{2}$	-0.9471	-2.50
$γ_{3}$	0.4743	1.80
$γ_{4}$	-0.2959	-1.35
$γ_{5}$	0.3246	1.81
$γ_{6}$	-0.2416	-1.35
$γ_{7}$	0.0043	0.02
$γ_{8}$	0.5299	2.25
$γ_{9}$	-0.9418	-3.76
$γ_{10}$	0.5917	2.70

Estimation Period:
Oct 20, 2005 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts