V-Lab: Chinyang Holdings Corp GJR-GARCH Volatility Analysis

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V-Lab

Chinyang Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:12.96% (-0.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0298	13.59
$α$	0.1254	15.60
$β$	0.8819	233.69
$γ$	-0.0147	-1.24

Estimation Period:
Feb 15, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts