V-Lab: Chongqing Road & Bridge Co MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Chongqing Road & Bridge Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:51.17% (+1.91%)

Analysis last updated: Wednesday, May 1, 2024 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.1184	27.71
$β$	0.8934	237.81
$γ$	-0.0408	-8.24
$λ_{1}$	9.8436	0.10
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2202	0.03

Estimation Period:
Jun 18, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts