V-Lab: Hannong Chemicals Inc MF2-GARCH Volatility Analysis

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V-Lab

Hannong Chemicals Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.18% (-3.33%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.1188	17.14
$β$	0.8204	63.10
$γ$	-0.0264	-2.15
$λ_{1}$	0.9510	0.38
$λ_{2}$	0.2000	0.35
$λ_{3}$	0.7055	0.85

Estimation Period:
Jan 9, 2003 to Apr 30, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts