V-Lab: Chinyang Poly Urethane Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Chinyang Poly Urethane Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:47.84% (+2.22%)

Analysis last updated: Saturday, May 4, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7456	7.80
$α$	0.2130	8.16
$β$	0.6591	17.59
$γ_{1}$	-0.0029	-0.10
$γ_{2}$	0.0155	0.34
$γ_{3}$	-0.1270	-3.13
$γ_{4}$	0.2885	5.11
$γ_{5}$	-0.3531	-6.16
$γ_{6}$	0.3271	7.03
$γ_{7}$	-0.2024	-4.25
$γ_{8}$	0.0740	1.13

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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