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

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V-Lab

Chin Yang Chemical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.36% (-0.66%)

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
$ω$	1.5661	3.25
$α$	0.1821	8.33
$β$	0.7563	27.98
$γ_{1}$	-0.1838	-1.24
$γ_{2}$	0.3908	1.91
$γ_{3}$	-0.2936	-2.32
$γ_{4}$	-0.0131	-0.12
$γ_{5}$	0.3197	2.28
$γ_{6}$	-0.4477	-2.63
$γ_{7}$	0.5146	3.61
$γ_{8}$	-0.5553	-3.64
$γ_{9}$	0.3345	1.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts