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

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V-Lab

Crown Haitai Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.51% (+4.51%)

Analysis last updated: Wednesday, May 1, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5777	7.22
$α$	0.1882	9.51
$β$	0.6357	17.50
$γ_{1}$	0.0089	0.20
$γ_{2}$	0.0171	0.26
$γ_{3}$	-0.0749	-1.54
$γ_{4}$	-0.0182	-0.35
$γ_{5}$	0.1553	2.61
$γ_{6}$	-0.1533	-2.58
$γ_{7}$	0.1953	3.53
$γ_{8}$	-0.2970	-4.33
$γ_{9}$	0.3116	2.92
$γ_{10}$	-0.4136	-1.77

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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