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

V-Lab

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V-Lab

CJ Logistics Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:44.67% (-1.12%)

Analysis last updated: Wednesday, May 1, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7093	5.87
$α$	0.0627	7.21
$β$	0.9056	71.28
$γ_{1}$	-0.0022	-0.06
$γ_{2}$	0.0740	1.41
$γ_{3}$	-0.2209	-5.53
$γ_{4}$	0.2719	4.54
$γ_{5}$	-0.1931	-2.23
$γ_{6}$	0.0953	1.12
$γ_{7}$	-0.0295	-0.51
$γ_{8}$	0.0559	0.84

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

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Volatility Forecasts

Volatility Forecasts