V-Lab: Chokwang Paint Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chokwang Paint Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.28% (+0.96%)

Analysis last updated: Tuesday, April 30, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8574	4.26
$α$	0.1404	10.66
$β$	0.8349	59.29
$γ_{1}$	-0.0086	-0.16
$γ_{2}$	0.0479	0.60
$γ_{3}$	-0.1594	-2.74
$γ_{4}$	0.2055	3.34
$γ_{5}$	-0.1267	-2.07
$γ_{6}$	0.1226	2.17
$γ_{7}$	-0.1938	-3.48
$γ_{8}$	0.1978	3.79
$γ_{9}$	-0.1122	-3.18

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts