V-Lab
V-Lab

Chinyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:8.62% (-0.04%)

Analysis last updated: Thursday, March 28, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinyang Holdings Corp S0GARCH
paramt-stat
ω1.12813.15
α0.16917.57
β0.772931.20
γ1-1.3354-3.00
γ22.10723.03
γ3-1.3689-2.05
γ41.35521.95
γ5-1.8155-3.70
γ61.98495.13
γ7-1.3594-3.27
γ81.01082.40
γ9-1.3872-2.84
γ101.18743.10
Estimation Period:
Feb 15, 2008 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts