V-Lab: Chokwang Leather Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Chokwang Leather Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:11.51% (+1.86%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6877	7.23
$α$	0.2285	6.62
$β$	0.6237	13.28
$γ_{1}$	-0.0992	-2.39
$γ_{2}$	0.2163	3.43
$γ_{3}$	-0.2470	-5.08
$γ_{4}$	0.1364	2.82
$γ_{5}$	0.0678	1.21
$γ_{6}$	-0.1791	-2.78
$γ_{7}$	0.2411	3.15
$γ_{8}$	-0.2857	-2.71
$γ_{9}$	0.2724	2.43
$γ_{10}$	-0.3089	-2.84

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts