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

V-Lab

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V-Lab

Chunil Express Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.56% (-0.41%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7255	2.84
$α$	0.2552	8.60
$β$	0.6380	15.27
$γ_{1}$	-0.0433	-0.45
$γ_{2}$	0.0877	0.67
$γ_{3}$	-0.1481	-2.55
$γ_{4}$	0.2056	4.44
$γ_{5}$	-0.2237	-4.03
$γ_{6}$	0.2719	3.19
$γ_{7}$	-0.3258	-3.00
$γ_{8}$	0.3079	3.29
$γ_{9}$	-0.0656	-0.32

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts