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

V-Lab

| |

V-Lab

Hannong Chemicals Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:77.18% (-1.78%)

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
$ω$	0.7978	3.07
$α$	0.1296	6.51
$β$	0.7901	23.80
$γ_{1}$	-0.5120	-2.50
$γ_{2}$	0.9325	3.34
$γ_{3}$	-0.8844	-4.36
$γ_{4}$	0.9338	4.42
$γ_{5}$	-0.9464	-4.19
$γ_{6}$	0.9827	3.67
$γ_{7}$	-0.9123	-3.08
$γ_{8}$	0.7408	2.60
$γ_{9}$	-0.5786	-1.51
$γ_{10}$	0.5854	1.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts