V-Lab: Chinyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chinyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:8.84% (-0.47%)

Analysis last updated: Friday, May 3, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1586	3.32
$α$	0.1691	7.59
$β$	0.7717	31.54
$γ_{1}$	-1.2606	-2.96
$γ_{2}$	1.9828	2.98
$γ_{3}$	-1.2621	-1.95
$γ_{4}$	1.2348	1.79
$γ_{5}$	-1.7078	-3.47
$γ_{6}$	1.9416	5.19
$γ_{7}$	-1.3759	-3.44
$γ_{8}$	1.0216	2.57
$γ_{9}$	-1.4066	-3.13
$γ_{10}$	1.2434	3.43

Estimation Period:
Feb 15, 2008 to Apr 30, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts