V-Lab: Crown Haitai Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Crown Haitai Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.21% (+2.73%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5816	7.48
$α$	0.1880	9.29
$β$	0.6239	15.37
$γ_{1}$	0.0180	0.42
$γ_{2}$	0.0037	0.06
$γ_{3}$	-0.0725	-1.53
$γ_{4}$	-0.0084	-0.17
$γ_{5}$	0.1349	2.32
$γ_{6}$	-0.1229	-2.11
$γ_{7}$	0.1495	2.76
$γ_{8}$	-0.2179	-3.42
$γ_{9}$	0.1606	2.50
$γ_{10}$	-0.0441	-0.96

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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