V-Lab: CJ Logistics Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CJ Logistics Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.91% (-1.17%)

Analysis last updated: Wednesday, May 1, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7376	6.09
$α$	0.0614	7.19
$β$	0.9085	73.36
$γ_{1}$	0.0093	0.26
$γ_{2}$	0.0558	1.05
$γ_{3}$	-0.2083	-5.08
$γ_{4}$	0.2606	4.25
$γ_{5}$	-0.1824	-2.06
$γ_{6}$	0.0810	0.94
$γ_{7}$	-0.0007	-0.01
$γ_{8}$	-0.0220	-0.77

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts