V-Lab: Tingyi Cayman Islands Holding Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Tingyi Cayman Islands Holding Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:29.72% (+2.75%)

Analysis last updated: Saturday, April 13, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8461	5.93
$α$	0.1722	6.74
$β$	0.5679	10.32
$γ_{1}$	-0.0898	-2.37
$γ_{2}$	0.1191	2.02
$γ_{3}$	-0.0630	-1.79
$γ_{4}$	0.0908	4.23
$γ_{5}$	-0.0957	-5.46
$γ_{6}$	0.0498	3.82

Estimation Period:
Feb 5, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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