V-Lab: Chin Yang Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chin Yang Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.59% (-0.64%)

Analysis last updated: Wednesday, May 1, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5764	3.26
$α$	0.1825	8.36
$β$	0.7556	27.91
$γ_{1}$	-0.1738	-1.17
$γ_{2}$	0.3765	1.84
$γ_{3}$	-0.2898	-2.30
$γ_{4}$	-0.0098	-0.09
$γ_{5}$	0.3141	2.24
$γ_{6}$	-0.4434	-2.61
$γ_{7}$	0.5155	3.73
$γ_{8}$	-0.5711	-5.12
$γ_{9}$	0.3883	3.87

Estimation Period:
Jan 29, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts