V-Lab: Green Cross Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Green Cross Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.94% (-2.44%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7716	5.21
$α$	0.1690	8.00
$β$	0.7441	27.05
$γ_{1}$	0.0469	1.00
$γ_{2}$	-0.0443	-0.66
$γ_{3}$	-0.0951	-2.02
$γ_{4}$	0.1789	4.04
$γ_{5}$	-0.1202	-2.28
$γ_{6}$	0.0534	0.86
$γ_{7}$	-0.0228	-0.39
$γ_{8}$	-0.0226	-0.52
$γ_{9}$	0.0442	1.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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