V-Lab: Hannong Chemicals Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hannong Chemicals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:59.55% (-2.15%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8370	3.13
$α$	0.1255	6.32
$β$	0.7988	23.08
$γ_{1}$	-0.4578	-2.26
$γ_{2}$	0.8507	3.06
$γ_{3}$	-0.8359	-4.02
$γ_{4}$	0.8948	4.12
$γ_{5}$	-0.9112	-3.95
$γ_{6}$	0.9468	3.47
$γ_{7}$	-0.8620	-2.83
$γ_{8}$	0.6339	2.25
$γ_{9}$	-0.3308	-0.98
$γ_{10}$	0.0243	0.09

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

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