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

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V-Lab

Green Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.83% (+1.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0990	2.82
$α$	0.1649	5.56
$β$	0.6384	10.04
$γ_{1}$	0.6019	2.05
$γ_{2}$	-0.9312	-2.47
$γ_{3}$	0.4661	1.78
$γ_{4}$	-0.2914	-1.33
$γ_{5}$	0.3235	1.81
$γ_{6}$	-0.2454	-1.38
$γ_{7}$	0.0167	0.08
$γ_{8}$	0.5106	2.16
$γ_{9}$	-0.9308	-3.75
$γ_{10}$	0.5954	2.73

Estimation Period:
Oct 20, 2005 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts