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

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V-Lab

Green Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:49.81% (-0.71%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1183	2.76
$α$	0.1660	5.80
$β$	0.6492	11.39
$γ_{1}$	0.6276	2.09
$γ_{2}$	-0.9783	-2.54
$γ_{3}$	0.5072	1.90
$γ_{4}$	-0.3267	-1.46
$γ_{5}$	0.3467	1.91
$γ_{6}$	-0.2464	-1.35
$γ_{7}$	-0.0176	-0.08
$γ_{8}$	0.6089	2.47
$γ_{9}$	-1.1869	-4.36
$γ_{10}$	1.2580	2.80

Estimation Period:
Oct 20, 2005 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts