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

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V-Lab

Chasys Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:86.99% (-1.72%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3571	5.08
$α$	0.1479	7.12
$β$	0.7889	24.50
$γ_{1}$	-0.1840	-1.37
$γ_{2}$	0.3302	1.56
$γ_{3}$	-0.1524	-0.87
$γ_{4}$	-0.0467	-0.26
$γ_{5}$	0.0076	0.04
$γ_{6}$	0.2901	1.50
$γ_{7}$	-0.5220	-2.53
$γ_{8}$	0.4662	2.25
$γ_{9}$	-0.4506	-2.00
$γ_{10}$	0.8470	3.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts