V-Lab: Yangmei Chemical Co Ltd EGARCH Volatility Analysis

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V-Lab

Yangmei Chemical Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:54.52% (-3.95%)

Analysis last updated: Wednesday, May 1, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1849	23.53
$α$	0.3085	33.74
$β$	0.9182	263.41
$γ$	0.0185	2.32

Estimation Period:
Nov 19, 1993 to Apr 30, 2024

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