V-Lab: Charm Engineering Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Charm Engineering Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:48.16% (-1.66%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5730	5.42
$α$	0.1391	7.01
$β$	0.7844	27.64
$γ_{1}$	-0.0235	-0.51
$γ_{2}$	0.1025	1.58
$γ_{3}$	-0.1901	-4.61
$γ_{4}$	0.0961	2.25
$γ_{5}$	0.0919	2.07
$γ_{6}$	-0.1511	-3.30
$γ_{7}$	0.1399	2.69
$γ_{8}$	-0.1040	-1.74
$γ_{9}$	0.1246	1.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts