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

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V-Lab

Chinyang Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:9.15% (+0.36%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1258	3.18
$α$	0.1676	7.49
$β$	0.7736	31.03
$γ_{1}$	-1.3315	-3.07
$γ_{2}$	2.1032	3.11
$γ_{3}$	-1.3636	-2.09
$γ_{4}$	1.3370	1.94
$γ_{5}$	-1.7907	-3.64
$γ_{6}$	1.9761	5.20
$γ_{7}$	-1.3498	-3.26
$γ_{8}$	0.9307	2.07
$γ_{9}$	-1.1949	-1.94
$γ_{10}$	0.7032	0.83

Estimation Period:
Feb 15, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts