V-Lab: Youngbo Chemical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Youngbo Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.85% (-0.97%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3609	3.78
$α$	0.1258	7.86
$β$	0.8195	36.86
$γ_{1}$	-0.0982	-0.99
$γ_{2}$	0.0324	0.21
$γ_{3}$	0.2631	2.32
$γ_{4}$	-0.3227	-3.77
$γ_{5}$	0.1353	1.77
$γ_{6}$	-0.0390	-0.44
$γ_{7}$	0.1736	1.99
$γ_{8}$	-0.4234	-3.22

Estimation Period:
Aug 27, 1997 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts