V-Lab: Chin Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chin Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.08% (-1.72%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5286	5.80
$α$	0.1589	7.36
$β$	0.7979	34.66
$γ_{1}$	0.0674	1.03
$γ_{2}$	-0.0162	-0.16
$γ_{3}$	-0.1823	-2.37
$γ_{4}$	0.1478	1.83
$γ_{5}$	0.0613	0.74
$γ_{6}$	-0.2254	-2.55
$γ_{7}$	0.2318	2.17
$γ_{8}$	0.0020	0.02
$γ_{9}$	-0.1890	-1.89
$γ_{10}$	0.1292	2.08

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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