V-Lab: ChinHung International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ChinHung International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.00% (-0.74%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4488	9.74
$α$	0.1986	10.84
$β$	0.6721	22.32
$γ_{1}$	0.0392	0.97
$γ_{2}$	0.0008	0.01
$γ_{3}$	-0.1341	-2.84
$γ_{4}$	0.0867	1.76
$γ_{5}$	0.0575	1.11
$γ_{6}$	-0.0846	-1.37
$γ_{7}$	0.0279	0.33
$γ_{8}$	0.0706	0.70
$γ_{9}$	-0.1830	-1.91
$γ_{10}$	0.1943	3.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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