V-Lab: Chasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chasys Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:49.99% (+0.23%)

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
$ω$	1.5639	5.36
$α$	0.1462	7.72
$β$	0.8025	28.79
$γ_{1}$	-0.0235	-0.33
$γ_{2}$	0.1123	1.01
$γ_{3}$	-0.1987	-2.53
$γ_{4}$	0.2379	2.93
$γ_{5}$	-0.2098	-2.05
$γ_{6}$	0.0866	0.80
$γ_{7}$	0.0071	0.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts