V-Lab: HanChang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HanChang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.64% (+4.05%)

Analysis last updated: Saturday, April 27, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8167	6.12
$α$	0.1891	7.35
$β$	0.7406	25.43
$γ_{1}$	0.0165	0.32
$γ_{2}$	0.0213	0.27
$γ_{3}$	-0.1153	-1.84
$γ_{4}$	0.0457	0.66
$γ_{5}$	0.1464	1.97
$γ_{6}$	-0.2410	-2.95
$γ_{7}$	0.1944	1.98
$γ_{8}$	-0.0099	-0.09
$γ_{9}$	-0.1845	-1.85
$γ_{10}$	0.1947	3.05

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts