V-Lab: Chunil Express Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chunil Express Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.31% (-0.66%)

Analysis last updated: Saturday, April 27, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7441	3.64
$α$	0.2902	8.68
$β$	0.5530	14.83
$γ_{1}$	-0.0237	-0.30
$γ_{2}$	0.0579	0.53
$γ_{3}$	-0.1290	-2.58
$γ_{4}$	0.1882	4.60
$γ_{5}$	-0.2073	-4.21
$γ_{6}$	0.2598	3.40
$γ_{7}$	-0.3348	-3.34
$γ_{8}$	0.3760	4.14
$γ_{9}$	-0.2576	-3.73

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts