V-Lab
V-Lab

Tingyi Cayman Islands Holding Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:28.16% (-1.66%)

Analysis last updated: Saturday, May 4, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tingyi Cayman Islands Holding Corp S0GARCH
paramt-stat
ω0.85015.99
α0.17166.73
β0.567110.28
γ1-0.0888-2.37
γ20.11782.02
γ3-0.0625-1.79
γ40.09064.25
γ5-0.0967-5.54
γ60.05143.95
Estimation Period:
Feb 5, 1996 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts