V-Lab: Chasys Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Chasys Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:54.48% (+4.12%)

Analysis last updated: Tuesday, April 30, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.3569	25.23
$β$	0.3838	13.82
$γ$	-0.2332	-13.67
$λ_{1}$	1.7128	1.53
$λ_{2}$	0.2031	1.45
$λ_{3}$	0.7138	3.85

Estimation Period:
Aug 11, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts