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

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:27.97% (-0.76%)

Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8471	5.95
$α$	0.1722	6.74
$β$	0.5672	10.30
$γ_{1}$	-0.0896	-2.38
$γ_{2}$	0.1188	2.03
$γ_{3}$	-0.0629	-1.79
$γ_{4}$	0.0907	4.24
$γ_{5}$	-0.0960	-5.49
$γ_{6}$	0.0503	3.86

Estimation Period:
Feb 5, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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