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

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V-Lab

Chokwang Paint Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.34% (+1.08%)

Analysis last updated: Tuesday, April 30, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7758	4.68
$α$	0.1397	10.48
$β$	0.8264	52.34
$γ_{1}$	-0.0179	-0.36
$γ_{2}$	0.0630	0.85
$γ_{3}$	-0.1703	-3.23
$γ_{4}$	0.2170	3.85
$γ_{5}$	-0.1412	-2.50
$γ_{6}$	0.1474	2.77
$γ_{7}$	-0.2489	-4.68
$γ_{8}$	0.3280	5.34
$γ_{9}$	-0.4320	-4.57

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts