V-Lab
V-Lab
Tingyi Cayman Islands Holding Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:28.53% (+1.46%)

Analysis last updated: Friday, May 3, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Tingyi Cayman Islands Holding Corp MF2-GARCH
paramt-stat
m116
α0.094118.03
β0.689054.41
γ0.09167.22
λ10.00560.74
λ20.00771.77
λ30.9915176.36
Estimation Period:
Feb 5, 1996 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts