V-Lab
V-Lab

Chin Yang Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.40% (-1.99%)

Analysis last updated: Wednesday, May 1, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chin Yang Industry Co Ltd SGARCH
paramt-stat
ω0.59767.58
α0.15607.38
β0.797934.45
γ10.15654.32
γ2-0.2306-3.78
γ30.03200.69
γ40.10862.71
γ5-0.1722-4.42
γ60.21474.66
γ7-0.1072-2.10
γ8-0.1423-1.65
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts